{
  "aliases": null,
  "backlinks": [
    {
      "field": "defines",
      "target": "8085SD9EYY"
    }
  ],
  "body": "\n## Summary\n\nThe score test is a [[hypothesis test|087P03NEND]] that uses the slope of the log-likelihood at the null value of the parameter.\nIf the null hypothesis is true, the [[score|CP97GRVTQ0]] there should be close to zero, measured against the [[Fisher information|G1Z3WSTE8Q]].\nIt needs only the fit under the null hypothesis, and it is also called Rao's score test or the Lagrange multiplier test.\n\n## Explanations\n\n### L1 human\n\nAt the true parameter, the log-likelihood is flat on average: it has no tendency to go up or down.\nThe score test checks whether the log-likelihood is steep at the value claimed by the null hypothesis.\nA steep slope means that moving away from that value would raise the likelihood of the data by a large amount.\nFor a coin with $60$ heads in $100$ tosses and $H_0 \\colon p = 0.5$, the score statistic is $(60 - 50)^2/25 = 4$, which is beyond the $95\\%$ chi-squared quantile $3.84$.\n",
  "commit": "ff8a40749dc16545e3d2fc637f6b0196e81d0bfa",
  "front": {
    "kind": "concept",
    "msc": [
      "62F03",
      "62F05"
    ],
    "name": "Score test",
    "same_as": {
      "wikidata": "Q4456449",
      "wikipedia": "Score test"
    },
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Score_test"
      }
    ],
    "specializes": [
      "087P03NEND"
    ],
    "tag": "Y5HMW0BDTP"
  },
  "kind": "concept",
  "link": "https://tamnd.github.io/math2/node/Y5HMW0BDTP/",
  "links": [
    {
      "field": "specializes",
      "target": "087P03NEND"
    }
  ],
  "markdown": "https://tamnd.github.io/math2/node/Y5HMW0BDTP.md",
  "msc": [
    "62F03",
    "62F05"
  ],
  "name": "Score test",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/Y5H/Y5HMW0BDTP.md",
  "status": null,
  "tag": "Y5HMW0BDTP",
  "uri": "m2://Y5HMW0BDTP",
  "url": "https://tamnd.github.io/math2/wiki/score-test/",
  "writing": {
    "tag": "Y5HMW0BDTP",
    "kind": "concept",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      },
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
