Timeline for Justification for use of $\chi^2(1)$ in Wald and score test
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 8, 2012 at 10:01 | vote | accept | LeelaSella | ||
| May 27, 2012 at 5:14 | history | tweeted | twitter.com/#!/StackStats/status/206614433030606849 | ||
| May 27, 2012 at 5:01 | answer | added | StasK | timeline score: 6 | |
| May 26, 2012 at 17:33 | comment | added | LeelaSella | @Procrastinator thanks again. No, I just picked the 2nd Wald statistic as an example...... | |
| May 26, 2012 at 16:55 | history | edited | Macro | CC BY-SA 3.0 |
edited title
|
| May 26, 2012 at 16:54 | answer | added | Michael R. Chernick | timeline score: 3 | |
| May 26, 2012 at 15:26 | comment | added | user10525 | @P Sellaz Did you also proved this result for the score statistic? | |
| May 26, 2012 at 15:22 | comment | added | LeelaSella | @Procrastinator thanks for your comment. In the first part of the question we had to find the MLE from a given pdf [7 marks]. The second part was to give expressions for the Wald statistics and the score statistic [6 marks]. Then we had to describe the procedure to obtain the relevant p-value [2 marks]. Finally we had to justify the distribution used [1 mark]. I got all but the final mark. | |
| May 26, 2012 at 15:16 | answer | added | gui11aume | timeline score: 3 | |
| May 26, 2012 at 14:57 | comment | added | user10525 | (1) Perhaps they were expecting you to mention the approximation using $I(\hat\theta_n)$; (2) Are you sure it is Rao's or Wald and not Rao's and Wald? (3) Marking is a rigid process, perhaps you failed to justify some steps like using a second order approximation. | |
| May 26, 2012 at 14:13 | history | asked | LeelaSella | CC BY-SA 3.0 |