TESTIMATION OF AVERAGE LIFE IN PRESENCE OF SUSPECTED OUTLIERS IN EXPONENTIAL LIFE MODEL UNDER ASYMMETRIC LOSS FUNCTION

The present paper proposes a preliminary test estimator of average life (scaleparameter) in two parameter exponential distribution in presence of suspected outliers. The riskproperties of this testimator have been studied under asymmetric loss function and it is claimedthat the proposed testimator dominates the never pool estimator (in terms of having smaller risk)in the whole range of life ratio considered here.