A POOLING PROCEDURE FOR LIFE-TEST DATA

This paper proposes a preliminary-test shrinkage estimator for the sca le parameter in pooling data from extreme-value distributions. The opt imum values of shrinkage coefficients for the preliminary-test shrinka ge estimator are obtained based on a regret function. The optimum valu es of shrinkage coefficients and the critical values for the prelimina ry test are tabulated for several sample sizes. For a mean square erro r criterion of goodness of estimation, the preliminary-test shrinkage estimator is preferable to the usual preliminary-test estimator.