The failure rate function plays an important role in studying the lifetime
distributions in reliability theory and life testing models. A study of the
general failure rate model r(t)=a+btθ−1, under squared error loss
function taking a and b independent exponential random variables has been
analyzed in the literature. In this article, we consider a and b not
necessarily independent. The estimates of the parameters a and b under
squared error loss, linex loss and entropy loss functions are obtained here