Estimation procedures based on preliminary test in exponential distribution under progressive censoring

Abstract

This paper considers the preliminary test estimator of the unknown parameter of the exponential distribution based on progressively Type-II censored samples. The mean squared error of the proposed estimator is derived and it is shown that this estimator dominates the corresponding usual estimator in the neighborhood of null hypothesis. The minimax regret estimator and shrinkage estimator are also discussed. A numerical example is given to illustrate the proposed estimators. Nova Science Publishers, Inc.