Unlock: Likelihood-Ratio, Wald, and Score Tests
The three asymptotic tests built from the likelihood: LRT compares maximized likelihoods, Wald compares the MLE to the null using the inverse Fisher information, score uses the gradient of the log-likelihood at the null. All three are asymptotically Chi-squared and equivalent under regularity; they disagree in finite samples and choice depends on the problem.
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