A general class of non parametric tests for comparing scale parameters

ABSTRACTIn this paper, a general class of non parametric tests is proposed for the two-sample scale problem. Testing of the scale parameter is very useful in real-life situations commonly faced in engineering, trade, cultivation, industries, medicine, etc. In all these fields, one will prefer the method that gives more consistent results. Thus, it is worthwhile to test the equality of scale parameters. The distribution of the proposed test is established. To assess the performance of the proposed test, the asymptotic efficacies are studied for some underlying distributions and the results are interpreted with useful information. To see the working of the proposed test, an illustrative example for the real-life data set is provided. The simulation study is also carried out to find the asymptotic power of the proposed test. An extension of the general class of tests to the multiple-sample problem is also discussed.