Wald test
id:
wald-test-291-1760190
title:
Wald test
text:
In statistics, the Wald test assesses constraints on statistical parameters based on the weighted distance between the unrestricted estimate and its hypothesized value under the null hypothesis, where the weight is the precision of the estimate. Intuitively, the larger this weighted distance, the less likely it is that the constraint is true. While the finite sample distributions of Wald tests are generally unknown, it has an asymptotic χ2-distribution under the null hypothesis, a fact that can
brand slug:
wiki
category slug:
encyclopedia
description:
Statistical test
original url:
https://en.wikipedia.org/wiki/Wald_test
date created:
date modified:
2024-03-22T23:13:10Z
main entity:
{"identifier":"Q748664","url":"https://www.wikidata.org/entity/Q748664"}
image:
fields total:
13
integrity:
14