Sometimes Pool Testimation of a Scale Parameter Under Asymmetric Loss Function

Abstract

The present paper proposes a sometimes pool testimator of mean life of Negative exponential distribution under asymmetric loss function, when it is assumed that both the guarantees are known. We may have in addition to the current sample (when the mean life is designated by θ₁), another sample collected some time back, when the mean life might have been θ₂ . It is suspected that the average life may change. Here a sometimes pool estimator of θ₁ is proposed on the basis ofpreliminary testing. The risk properties of this estimator have been studied under asymmetric loss function and it is claimed that the proposed estimator dominates the never pool estimator (in terms of risk) in certain range of life ratio.