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Because of limits of cost, in general, the test data of weapons are shortness. It is always an important topic that to gain scientific results of weapon performance analyses in small-sample case. Based on the analysis of distribution function characteristics and grey mathematics, a weighting grey method in small-sample case is presented. According to the analysis of test data of a weapon, it is proved that the method is a good method to deal with data in the small-sample case and has a high value in the analysis of weapon performance.