Estimation of Reliability for K Exponential Distributions
P. Chiou (1996). Estimation of Reliability for K Exponential Distributions. Journal of Statistical Research, Vol. 30, No. 1, pp. 21-36.
If censored samples come from the same exponential distribution, it is advantageous to pool the
samples for estimating the reliability. In practice, when there are
censored samples are available and it is uncertain whether these
samples come from the same distribution, the question of whether to pool these
samples is usually determined via a preliminary test. This is referred to as preliminary test estimation. In this paper, we study the pre-test estimator, the shrinkage estimator and the empirical Bayes shrinkage estimator of the reliability for
exponential distributions. Under the uniform prior distribution and the inverted gamma prior distribution the empirical Bayes shrinking estimators are developed and compared with the pre-test estimator and with the shrinkage estimator in terms of mean squared error. An empirical Bayes shrinkage estimator under the inverted gamma prior distribution and Stein's positive rule shrinkage estimator are shown to be preferable when the scale parameters may be similar in size.
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