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In a regular scalar model under the null, Taylor expansion about the MLE gives
A uniform law of large numbers for the observed information makes
and the Fisher information used in the Wald statistic converge to the same positive limit. Their ratio therefore converges in probability to one.

Ancestors (7)

  1. Wald test
  2. Statistical hypothesis testing
  3. Statistical modelling
  4. Probability and statistics
  5. Area of mathematics
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