In life testing, the failure-time distributions are often specified by
choosing an appropriate hazard-rate function. The class of life-time
distributions characterized by a linear hazard-rate includes the 1-par
ameter exponential and Rayleigh distributions. Usually the parameters
of the linear hazard-rate model are estimated by the method of least s
quares. This paper is concerned with Bayes estimation of the 2-paramet
ers from a type-2 censored sample. Monte Carlo simulation is used to c
ompare the Bayes risk of the regression estimator with the minimum Bay
es risk. Discrete mixtures of decreasing failure rate distributions ar
e known to have decreasing failure rate. We prove that the result hold
s for continuous mixtures as well.