On the efficiency of a testimator for the weibull shape parameter |
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Authors: | Nimai Kumar Chandra Arijit Chaudhuri |
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Affiliation: | 1. Kalyani University , Kalyani, Nadia, India;2. Virginia Polytechnic Institute and State University , Blacksburg, Virginia, 24061, USA |
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Abstract: | In estimating the shape parameter of a two-parameter Weibull distribution from a failure-censored sample, a recently popular procedure is to employ a testimator which is a shrinkage estimator based on a preliminary hypothesis test for a guessed value of the parameter. Such an adaptive testimator is a linear compound of the guessed value and a statistic. A new compounding coefficient is numerically shown to yield higher efficiency in many situations compared to some of the existing ones. |
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Keywords: | efficiency shape parameter testimator weibull distribution |
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