TESTIMATION OF AVERAGE LIFE IN PRESENCE OF SUSPECTED OUTLIERS IN EXPONENTIAL LIFE MODEL UNDER ASYMMETRIC LOSS FUNCTION
Keywords:
Exponential model, scale parameter, outliers, asymmetric loss function, risk, life Ratio, risk ratioAbstract
The present paper proposes a preliminary test estimator of average life (scale parameter) in two parameter exponential distribution in presence of suspected outliers. The risk properties of this testimator have been studied under asymmetric loss function and it is claimed that the proposed testimator dominates the never pool estimator (in terms of having smaller risk) in the whole range of life ratio considered here.
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