The problem of shrinkage testimation for the Rayleigh scale parameter θ based on censored samples under the reflected gamma loss function is considered. We obtain the minimum
risk estimator 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. One data set is used for illustrative purposes.