The problem of shrinkage testimation (test-estimation) for the Rayleigh scale parameter theta based on censored samples under the reflected gamma loss function is considered. We obtain a minimum risk estimator in a subclass and compute its risk. A shrinkage testimator based on the acceptance or rejection of the null hypothesis H0 : theta-theta_0 is constructed, where theta_0 is a point guess value of theta. 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.
