On the most powerful quantile test of the scale parameter (Q802237)
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English | On the most powerful quantile test of the scale parameter |
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On the most powerful quantile test of the scale parameter (English)
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1983
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The most powerful test of the null hypothesis \(H_ 0:\) \(\sigma =\sigma_ 0\) versus the alternative hypothesis \(H_ 1:\) \(\sigma =\sigma_ 1\) based on a few selected sample quantiles is proposed here where \(\sigma\) is the scale parameter of the distribution and the location parameter \(\mu\) is known. The quantiles are chosen from a large sample that is either complete or censored (singly-censored or doubly- censored). The relationship between the proposed test and the asymptotically best linear unbiased estimate (ABLUE) of the scale parameter is discussed.
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order statistics
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optimum spacing
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non-central chi-squared distribution
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most powerful test
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selected sample quantiles
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scale
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asymptotically best linear unbiased estimate
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