Summary
The most powerful test of the null hypothesisH 0:σ=σ 0 versus the alternative hypothesisH 1:σ=σ 1 based on a few selected sample quantiles is proposed here where σ is the scale parameter of the distribution and the location parameter μ 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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Cheng, S.W. On the most powerful quantile test of the scale parameter. Ann Inst Stat Math 35, 407–414 (1983). https://doi.org/10.1007/BF02480997
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DOI: https://doi.org/10.1007/BF02480997