Score test

Rao's score test, or the score test (often known as the Lagrange multiplier test in econometrics) is a statistical test of a simple null hypothesis that a parameter of interest $\theta$ is equal to some particular value $\theta_0$ . It is the most powerful test when the true value of $\theta$ is close to $\theta_0$ . The main advantage of the Score-test is that it does not require an estimate of the information under the alternative hypothesis or unconstrained maximum likelihood. This constitutes a potential advantage in comparison to other tests, such as the Wald test and the generalized likelihood ratio test (GLRT). This makes testing feasible when the unconstrained maximum likelihood estimate is a boundary point in the parameter space.

单词	Lagrange multiplier test
释义	Lagrange multiplier test 英语百科 Score test Rao's score test, or the score test (often known as the Lagrange multiplier test in econometrics) is a statistical test of a simple null hypothesis that a parameter of interest $\theta$ is equal to some particular value $\theta_0$ . It is the most powerful test when the true value of $\theta$ is close to $\theta_0$ . The main advantage of the Score-test is that it does not require an estimate of the information under the alternative hypothesis or unconstrained maximum likelihood. This constitutes a potential advantage in comparison to other tests, such as the Wald test and the generalized likelihood ratio test (GLRT). This makes testing feasible when the unconstrained maximum likelihood estimate is a boundary point in the parameter space.
随便看	ANAIS的意思 anaiss的意思 Anajas的意思 Anajatuba的意思 Anak的意思 an AKA的意思 Anakao的意思 Anakapalle的意思 Anakashmirites的意思 anakatadidymus的意思 anakatesthesia的意思 anakha的意思 anakhre的意思 Anakie的意思 Anakim的意思 Anakims的意思 Anakin的意思 anakinesis的意思 anakinetomere的意思 anakinetomere的意思 anakinetomeric的意思 Anakinra的意思 anakmesis的意思 anakmesis arrest of maturation的意思 anakoluthie的意思