BAYES PRE-TEST ESTIMATION OF SCALE PARAMETER OF WEIBULL DISTRIBUTION UNDER DIFFERENT LOSS FUNCTIONS USING PROGRESSIVE TYPE II CENSORED SAMPLE
Abstract
In this paper, we propose Bayes Shrinkage (BS) estimators and Bayes Pre-test (BP) estimators for the scale parameter of Weibull distribution using type II progressive censored sample and study their properties under Squared Error Loss Function (SELF) and LINEX loss function (LLF). The results show that the suggested BP estimators, in terms relative risk with respect to both SELF and LINEX loss functions, have better performance than the BS estimators.