Rao score tests for goodness of fit and independence
| Autor: | K. V. Mardia, J. T. Kent |
|---|---|
| Rok vydání: | 1991 |
| Předmět: |
Statistics and Probability
Applied Mathematics General Mathematics Omnibus test Score Multivariate normal distribution Agricultural and Biological Sciences (miscellaneous) Exponential family Goodness of fit Likelihood-ratio test Statistics Test statistic Statistics Probability and Uncertainty General Agricultural and Biological Sciences Mathematics Statistical hypothesis testing |
| Zdroj: | Biometrika. 78:355-363 |
| ISSN: | 1464-3510 0006-3444 |
| DOI: | 10.1093/biomet/78.2.355 |
| Popis: | SUMMARY Rao's score statistic is a standard tool for carrying out hypothesis tests. A unified approach is given which encompasses many common tests. When a suitable group structure is present, it is shown how the derivation of the test statistic can be simplified. An omnibus test of multivariate normality is derived as an example of group invariance. As another application of Rao score tests, a general method is given for constructing tests of independence. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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