Score Test
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High Quality Content by WIKIPEDIA articles! A score test is a statistical test of a simple null hypothesis that a parameter of interest is equal to some particular value 0. It is the most powerful test when the true value of is close to 0. Some texts use an alternative notation, in which the statistic S^ (theta)=sqrt{ S(theta) } is tested against a normal distribution. This approach is equivalent and gives identical results. The score test is the most powerful test for small deviations from H0. To see this, consider testing = 0 versus = 0 + h.
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