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Estimation of the exponential mean time to failure under a weighted balanced loss function
Authors:A Asgharzadeh  N Sanjari Farsipour
Institution:(1) Department of Statistics, Faculty of Basic Science, University of Mazandaran, Post code 47416-1467, Babolsar, Iran;(2) Department of Statistics, College of Sciences, Shiraz University, 71454 Shiraz, Iran
Abstract:This paper considers estimation of a exponential mean time to failure using a loss function that reflects both goodness of fit and precision of estimation. The admissibility and inadmissibility of a class of linear estimators of the form 
$$c\bar X + d$$
are studied.
Keywords:Admissibility  Balanced loss function  Bayes estimtor  Blyth’  s method  Inadmissibility
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