Statistics Hypothesis testing Concept
Score test
Summary
The score test is a hypothesis test that uses the slope of the log-likelihood at the null value of the parameter. If the null hypothesis is true, the score there should be close to zero, measured against the Fisher information. It needs only the fit under the null hypothesis, and it is also called Rao's score test or the Lagrange multiplier test.
Further reading
About this page
| Tag | Y5HMW0BDTP |
|---|---|
| URI | m2://Y5HMW0BDTP |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62F03, 62F05 |
| Specializes | Statistical hypothesis test |
| Same as |
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