Shrinkage estimation of generalized Weibull parameter in censored samples

The estimation of two parameter generalized Weibull model was studied under type II censored samples. To draw better inferences, the shrinkage estimation was introduced to combine the sample information with the relevant prior information. Then two different shrinkage estimations of the generalized Weibull parameter were proposed in two cases of different prior information. Compared with the maximize likelihood estimation, the relative efficiency of the shrinkage estimations was studied by Monte-Carlo simulation. And the result shows that the shrinkage estimations are better under center conditions, especially when the sample size is small or samples are highly censored. The illustrative example shows that the shrinkage estimations of the generalized Weibull parameter are available for reliability analysis.