This article presents a unified approach for computing non-equal tail optimal confidence intervals for the scale parameter of the exponential family of distributions. We prove that there exists a pivotal quantity, as a function of a complete sufficient statistic, with a chi-square distribution. Using the similarity between equations of shortest, unbiased and highest density confidence intervals, all equations are reduced into a system of two equations that can be solved via a straightforward algorithm.KEY WORDS: Equal tail, shortest and unbiased confidence intervals; Highest posterior density credible interval; Pivotal quantity; Scale-exponential family.Hossein Hoshyarmanesh and Amirhossein Karami are graduate students, and Adel Mohammadpour is an associate professor (

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