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The exponential distribution is applied in a very wide variety of statisticalprocedures. Among the most prominent applications are those in the field oflife testing and reliability theory. When there are two record samplesavailable for estimating the scale parameter, a preliminary test is usuallyused to determine whether to pool the samples or use the individual sample. Inthis paper, the preliminary test estimator and shrinkage estimator are studied.The optimum level of significance for preliminary test estimation and theoptimum values of shrinkage coefficient are obtained based on minimax regretcriterion under the weighted square error loss function.

Preliminary Test and Shrinkage Estimations of Scale Parameters for Two Exponential Distributions based on Record Values