arXiv:2603.07971v2 Announce Type: replace Abstract: In many practical applications, prior knowledge about unknown parameters is available in the form of ordering constraints, and incorporating such information into the inferential procedure can improve the efficiency of the resulting estimators. In this paper, we consider the problem of estimating Shannon's entropy of two normal populations with ordered location parameters under a general location-invariant loss function. We derive the maximum likelihood estimator, the restricted maximum likelihood estimator, and the uniformly minimum variance unbiased estimator. Furthermore, we obtain an estimator that dominates the best affine equivariant estimator. In addition, we propose a smooth estimator that improves upon the best affine equivariant estimator. Moreover, we obtain improved estimators with respect to the Pitman closeness criterion. We consider interval estimation and construct several confidence intervals, such as asymptotic confidence intervals, bootstrap confidence intervals, highest posterior density credible intervals, and the intervals based on generalized pivotal quantities. A Monte Carlo simulation study is conducted to assess the performance of the proposed point and interval estimators. Finally, the proposed methods are illustrated by using two real data sets.