Tests for Scale Parameter of Asymmetric Log Laplace Distribution

This article focuses on tests for scale parameter of asymmetric log Laplace distribution when shape parameters are known. The most powerful test is obtained for scale parameter and is compared with the corresponding uniformly most powerful (UMP) test based on distribution of order statistic. A simple ad hoc test based on sample median is also suggested and is compared with the other two tests. AMS 2000 subject classification: 62F0