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Score Test: Historical Review and Recent Developments

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Book cover Advances in Ranking and Selection, Multiple Comparisons, and Reliability

Part of the book series: Statistics for Industry and Technology ((SIT))

Abstract

The three asymptotic tests, Neyman and Pearson Likelihood Ratio (LR), Wald’s statistic (W) and Rao’s score (RS)are referred to in statistical literature on testing of hypotheses as the Holy Trinity. All these tests are equivalent to the first-order of asymptotics, but differ to some extent in the second-order properties. Some of the merits and defects of these tests are presented.

Some applications of the score test, recent developments on refining the score test and problems for further investigation are presented.

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Author information

Authors and Affiliations

  1. Department of Statistics, Pennsylvania State University, State College, Pennsylvania, USA

    C. R. Rao

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  1. C. R. Rao
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Editors and Affiliations

  1. Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, L8S 4K1, Canada

    N. Balakrishnan

  2. Department of Statistics, Ohio State University, 19S8 Neil Avenue Cockins Hall, Room 404, Columbus, OH, 43210-1247, USA

    H. N. Nagaraja

  3. Department of Management Science and Statistics, University of Texas at San Antonio, 6900 N. Loop 1604 W, San Antonio, TX, 78249-0632, USA

    N. Kannan

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© 2005 Birkhäuser Boston

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Rao, C.R. (2005). Score Test: Historical Review and Recent Developments. In: Balakrishnan, N., Nagaraja, H.N., Kannan, N. (eds) Advances in Ranking and Selection, Multiple Comparisons, and Reliability. Statistics for Industry and Technology. Birkhäuser Boston. https://doi.org/10.1007/0-8176-4422-9_1

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