Combining reliability functions of a Weibull distribution

Аннотация

In this article, a large sample pooling procedure is considered for the reliability function of a Weibull distribution. Asymptotic properties of shrinkage estimation procedures based on the preliminary test are developed. It is shown that the proposed estimator has substantially smaller asymptoticmean squared error (AMSE) than the usual maximumlikelihood (ML) estimator inmost of the parameter space. Analytic AMSE expressions of the proposed estimators are obtained and the dominance picture of the estimators is presented by comparing them. It is shown that the suggested estimators yield a wider dominance range over theML estimator than the usual pretest estimator and give a meaningful size of the pretest. To appraise the small sample performance of the estimators, detailed Monte-Carlo simulation studies are also carried out.