Generalised Score and Wald Tests
The generalised score and Wald tests are described and related to their nongeneralised versions. Two interesting applications are discussed. In the first a new test for the Behrens-Fisher problem is derived. The second is testing homogeneity of variances from multiple univariate normal populations.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Asia University
2010-01-01
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| Series: | Advances in Decision Sciences |
| Online Access: | http://dx.doi.org/10.1155/2010/292013 |
| Summary: | The generalised score and Wald tests are described and related to their nongeneralised versions. Two interesting applications are discussed. In the first a new test for the Behrens-Fisher problem is derived. The second is testing homogeneity of variances from multiple univariate normal populations. |
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| ISSN: | 2090-3359 2090-3367 |