Advances in Decision Sciences
Volume 2010 (2010), Article ID 292013, 8 pages
doi:10.1155/2010/292013

Generalised score and wald tests

Paul Rippon and J.C.W. Rayner

School of Mathematical and Physical Sciences, University of Newcastle, Newcastle, NSW 2308, Australia

Abstract

The generalised score and Wald tests are described and related to their nongeneralised versions. Two interesting applications are discussed. In the first a new test for the Behrens-Fisher problem is derived. The second is testing homogeneity of variances from multiple univariate normal populations.