Preliminary Test Estimation in Two-parameter Exponential Model Under Progressively Type-II Censoring

In this paper, the preliminary test estimators for the location and scale parameters of the two-parameter exponential model are presented based on progressively Type II censored samples. The biases and mean squared errors of the proposed estimators are given. It is shown that the proposed estimators dominate the corresponding classical estimators in the neighborhood of null hypothesis. We also provide the range of the parameters for which the proposed estimators dominate the corresponding classical estimators for different sample sizes and level of significance. Finally, a numerical example is given to illustrate the results.