A censored life-test situation is considered and the assumption of a Weibull distribution for failure times is made. Tables are given for estimating log reliable life, where the estimator is best among linear estimators with expected loss invariant under translations. These best linear invariant (BLI) estimators have uniformly smaller expected loss than the Gauss-Markov best linear unbiased (BLU) estimators and are simple linear functions of the BLU estimators. The preliminary discussion involves a comparison of the BLI estimators with other widely used estimators.
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Nancy R. Mann (1967) studied this question.
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