A note on a test procedure with a sample from a normal population when an upper bound to the standard deviation is known

Abstract

For a sample from a normal population with unknown mean and a known upper bound to the unknown standard deviation, T. Colton [1] has proposed a test procedure, which has been shown to be more powerful than the t-test, under certain conditions. Here we propose an alternative test procedure which has a negligible increase in the level of significance but is consistently more powerful than thet-test.