A pooling procedure for life-test data

A preliminary-test shrinkage estimator for the scale parameter in pooling data from extreme-value distributions is proposed. The optimum values of shrinkage coefficients for the preliminary-test shrinkage estimator are obtained based on a regret function. The optimum values of shrinkage coefficients and the critical values for the preliminary test are tabulated for several sample sizes. For a mean square error criterion of goodness of estimation, the preliminary-test shrinkage estimator is preferable to the usual preliminary-test estimator.<
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