High Quality Content by WIKIPEDIA articles! A score test is a statistical test of a simple null hypothesis that a parameter of interest ? is equal to some particular value ?0. It is the most powerful test when the true value of ? is close to ?0. Some texts use an alternative notation, in which the statistic S^*(theta)=sqrt{ S(theta) } is tested against a normal distribution. This approach is equivalent and gives identical results. The score test is the most powerful test for small deviations from H0. To see this, consider testing ? = ?0 versus ? = ?0 + h.

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