Improved Estimation in Rayleigh type-II Censored Data under a Bounded Loss Utilizing a Point Guess Value

The problem of shrinkage testimation (test-estimation) for the Rayleigh scale parameter θ based on censored samples under the reflected gamma loss function is considered. We obtain the minimum risk estimator among a subclass and compute its risk. A shrinkage testimator based on acceptance or rejection of a null hypothesis H0 : θ = θ0 is constructed, where θ0 is a point guess value of θ. The risk of the proposed shrinkage testimator is computed numerically and compared with the minimum risk estimator. A data set is analyzed for illustrative purposes.