1. Rao score tests for goodness of fit and independence
- Author
-
K. V. Mardia and J. T. Kent
- Subjects
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 - Abstract
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.
- Published
- 1991