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A Sometimes‐Pool Estimator of the Mean Life
Author(s) -
Bhattacharya Samir K.
Publication year - 1984
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710260405
Subject(s) - estimator , mathematics , statistics , sample mean and sample covariance , mean squared error , sample (material) , physics , thermodynamics
The paper deals with the problem of estimating the mean life θ in an exponential model \documentclass{article}\pagestyle{empty}\begin{document}$f(x/\theta ) = \frac{1}{\theta }e - x/\theta$\end{document} . It is assumed that in addition to the current ordered sample, we have a sample collected sometime in the recent past when the mean life might have been β. We have proposed a Sometimes—Pool procedure which is based on the outcome of a preliminary test of H 0 : θ=β and obtained the expressions of the bias and MSE. An attempt has been made to locate that region in the parameter space in which the proposed estimator does better (in MSE sense) than the usual estimator based only on the current sample.