Asymptotic Distributions of the Three Tests
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چکیده
Suppose that we have the density ß›y;Sfi of a model with the null hypothesis of the form H 0;S = S 0 . Let L›Sfi be the log-likelihood function of the model and  S be the MLE of S. Wald test is based on the very intuitive idea that we are willing to accept the null hypothesis when  S is close to S 0 . The distance between  S and S 0 is the basis of constructing the test statistic. On the other hand, consider the following constrained maximization problem,
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