E-Bayesian Approach in A Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function

‎Whenever approximate and initial information about the unknown parameter of a distribution is available, the shrinkage estimation method can be used to estimate it. In this paper, first the $ E $-Bayesian estimation of the parameter of inverse Rayleigh distribution under the general entropy loss function is obtained. Then, the shrinkage estimate of the inverse Rayleigh distribution parameter is investigated using the guess value. Also, using Monte Carlo simulations and a real data set, the proposed shrinkage estimation is compared with the UMVU and $ E $-Bayesian estimators based on the relative efficiency criterion.