Several authors have considered point and interval estimation of the exponential scale parameter, σ, on the basis of subsets of the order statistics. In this paper, we suggest a procedure for finding approximate confidence intervals for σ in large samples, usingksample quantiles of a random sample of sizen. The procedure is based on a simple chi-square approximation to the distribution of the asymptotically best linear estimate of σ. We compare this procedure with the one given by Ogawa (1962) based on an approximatingt-distribution. We find that the interval based on the chi-square approximation is easier to calculate, and performs better whenkis small andnis large.