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Chi-Squared Goodness of Fit Tests with Applications by M.S Nikulin, Vassilly Voinov, N. Balakrishnan

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Chapter 3

Wald’s Method and Nikulin-Rao-Robson Test

3.1 Wald’s method

Let image be i.i.d. random variables following a continuous family of distributions

image

Let image be the corresponding pdf, image be the MLE of image, and be the Fisher information matrix for one observation ...

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