n this paper, we consider the problem of two stage shrinkage pretest (TSP) estimation for the scale parameter σ of a Rayleigh distribution under the reflected gamma loss (RGL) function. We defne a TSP estimator using a prior point information σ0 and compare its risk with the pooled estimator of σ under the RGL function numerically and graphically. The usefulness of this estimator with respect to the pooled estimator in the presence of σ0 under different cases is discussed.
