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Tagged with fisher-information hypothesis-testing
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wald test and score test, normal or chi square?
I learnt from section 10.3 of statistical inference that both Wald test statistic $\frac{W_n-\theta_0}{S_n}\approx\frac{W_n-\theta_0}{\sqrt{\hat I_n(W_n)}}$ and score test statistic $\frac{S(\theta_0)}...
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Fiding the test statistic, using wald test
Given the random sample $X_1,...,X_n \sim N(\mu, \sigma^2)$, I want to perform a Wald test for:
$\mathrm{H}_\mathrm{0}: \mu = \mathrm{\mu}_\mathrm{0}$
$\mathrm{H}_\mathrm{1}: \mu \neq \mathrm{\mu}_\...
- 543