On the most powerful quantile test of the scale parameter (Q802237)

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.