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2560: 1329: 2555:{\displaystyle {\begin{aligned}0&={\frac {\partial }{\partial \theta ^{\mathsf {T}}}}\operatorname {E} (s\mid \theta )\\&={\frac {\partial }{\partial \theta ^{\mathsf {T}}}}\int _{\mathcal {X}}{\frac {\partial \log {\mathcal {L}}(\theta ;X)}{\partial \theta }}f(x;\theta )\,dx\\&=\int _{\mathcal {X}}{\frac {\partial }{\partial \theta ^{\mathsf {T}}}}\left\{{\frac {\partial \log {\mathcal {L}}(\theta ;X)}{\partial \theta }}f(x;\theta )\right\}\,dx\\&=\int _{\mathcal {X}}\left\{{\frac {\partial ^{2}\log {\mathcal {L}}(\theta ;X)}{\partial \theta \,\partial \theta ^{\mathsf {T}}}}f(x;\theta )+{\frac {\partial \log {\mathcal {L}}(\theta ;X)}{\partial \theta }}{\frac {\partial f(x;\theta )}{\partial \theta ^{\mathsf {T}}}}\right\}\,dx\\&=\int _{\mathcal {X}}{\frac {\partial ^{2}\log {\mathcal {L}}(\theta ;X)}{\partial \theta \partial \theta ^{\mathsf {T}}}}f(x;\theta )\,dx+\int _{\mathcal {X}}{\frac {\partial \log {\mathcal {L}}(\theta ;X)}{\partial \theta }}{\frac {\partial f(x;\theta )}{\partial \theta ^{\mathsf {T}}}}\,dx\\&=\int _{\mathcal {X}}{\frac {\partial ^{2}\log {\mathcal {L}}(\theta ;X)}{\partial \theta \,\partial \theta ^{\mathsf {T}}}}f(x;\theta )\,dx+\int _{\mathcal {X}}{\frac {\partial \log {\mathcal {L}}(\theta ;X)}{\partial \theta }}{\frac {\partial \log {\mathcal {L}}(\theta ;X)}{\partial \theta ^{\mathsf {T}}}}f(x;\theta )\,dx\\&=\operatorname {E} \left({\frac {\partial ^{2}\log {\mathcal {L}}(\theta ;X)}{\partial \theta \,\partial \theta ^{\mathsf {T}}}}\right)+\operatorname {E} \left({\frac {\partial \log {\mathcal {L}}(\theta ;X)}{\partial \theta }}\left^{\mathsf {T}}\right)\end{aligned}}} 1081: 3562: 787: 3296: 1076:{\displaystyle {\begin{aligned}\operatorname {E} (s\mid \theta )&=\int _{\mathcal {X}}f(x;\theta ){\frac {\partial }{\partial \theta }}\log {\mathcal {L}}(\theta ;x)\,dx\\&=\int _{\mathcal {X}}f(x;\theta ){\frac {1}{f(x;\theta )}}{\frac {\partial f(x;\theta )}{\partial \theta }}\,dx=\int _{\mathcal {X}}{\frac {\partial f(x;\theta )}{\partial \theta }}\,dx\end{aligned}}} 3557:{\displaystyle {\begin{aligned}\operatorname {var} (s)&=\operatorname {var} \left({\frac {A}{\theta }}-{\frac {n-A}{1-\theta }}\right)=\operatorname {var} \left(A\left({\frac {1}{\theta }}+{\frac {1}{1-\theta }}\right)\right)\\&=\left({\frac {1}{\theta }}+{\frac {1}{1-\theta }}\right)^{2}\operatorname {var} (A)={\frac {n}{\theta (1-\theta )}}.\end{aligned}}} 3092: 2705: 4433:"score" or "efficient score" started to refer more commonly to the derivative of the log-likelihood function of the statistical model in question. This conceptual expansion was significantly influenced by a 1948 paper by C. R. Rao, which introduced "efficient score tests" that employed the derivative of the log-likelihood function. 4117: 4429:
the genetic abnormality being inherited. Fisher evaluated the efficacy of his scoring rule by comparing it with an alternative rule and against what he termed the "ideal score." The ideal score was defined as the derivative of the logarithm of the sampling density, as mentioned on page 193 of his work.
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status as either homozygous or heterozygous. Fisher devised a method to assign each family a "score," calculated based on the number of children falling into each of the four categories. This score was used to estimate what he referred to as the "linkage parameter," which described the probability of
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The term "score function" may initially seem unrelated to its contemporary meaning, which centers around the derivative of the log-likelihood function in statistical models. This apparent discrepancy can be traced back to the term's historical origins. The concept of the "score function" was first
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In older literature, "linear score" may refer to the score with respect to infinitesimal translation of a given density. This convention arises from a time when the primary parameter of interest was the mean or median of a distribution. In this case, the likelihood of an observation is given by a
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in his 1935 paper titled "The Detection of Linkage with 'Dominant' Abnormalities." Fisher employed the term in the context of genetic analysis, specifically for families where a parent had a dominant genetic abnormality. Over time, the application and meaning of the "score function" have evolved,
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The term "score" later evolved through subsequent research, notably expanding beyond the specific application in genetics that Fisher had initially addressed. Various authors adapted Fisher's original methodology to more generalized statistical contexts. In these broader applications, the term
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Fisher's initial use of the term was in the context of analyzing genetic attributes in families with a parent possessing a genetic abnormality. He categorized the children of such parents into four classes based on two binary traits: whether they had inherited the abnormality or not, and their
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Radhakrishna Rao, C. (1948). Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation. Mathematical Proceedings of the Cambridge Philosophical Society, 44(1), 50-57.
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Thus, what began as a specialized term in the realm of genetic statistics has evolved to become a fundamental concept in broader statistical theory, often associated with the derivative of the log-likelihood function.
3865:(such as a null-hypothesis value), in which case the result is a statistic. Intuitively, if the restricted estimator is near the maximum of the likelihood function, the score should not differ from zero by more than 531: 4694: 792: 1096: 3835: 637: 4267: 752: 448: 3087:{\displaystyle s={\frac {\partial \log {\mathcal {L}}}{\partial \theta }}={\frac {1}{\mathcal {L}}}{\frac {\partial {\mathcal {L}}}{\partial \theta }}={\frac {A}{\theta }}-{\frac {B}{1-\theta }}.} 2700:{\displaystyle \operatorname {E} (s(\theta )s(\theta )^{\mathsf {T}})=-\operatorname {E} \left({\frac {\partial ^{2}\log {\mathcal {L}}}{\partial \theta \,\partial \theta ^{\mathsf {T}}}}\right)} 3301: 191: 3667: 2745: 4766:
Yang Song; Jascha Sohl-Dickstein; Diederik P. Kingma; Abhishek Kumar; Stefano Ermon; Ben Poole (2020). "Score-Based Generative Modeling through Stochastic Differential Equations".
4112:{\displaystyle -2\left=2\int _{\theta _{0}}^{\hat {\theta }}{\frac {d\,\log {\mathcal {L}}(\theta )}{d\theta }}\,d\theta =2\int _{\theta _{0}}^{\hat {\theta }}s(\theta )\,d\theta } 4404: 4176: 4406:, because it is not a likelihood function, neither it has a derivative with respect to the parameters. For more information about this definition, see the referenced paper. 2829: 1237: 779: 689: 231: 4323: 4147: 344: 4356: 4296: 3863: 3762: 1210: 665: 564: 364: 223: 2837: 1212:
is zero. Thus, if one were to repeatedly sample from some distribution, and repeatedly calculate the score, then the mean value of the scores would tend to zero
3742: 3248: 2765: 384: 3127: 647:. Under certain regularity conditions on the density functions of the random variables, the expected value of the score, evaluated at the true parameter value 4692:
Rao, C. Radhakrishna (1948). "Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation".
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Miller, Jeff. "Earliest Known Uses of Some of the Words of Mathematics (S)." Mathematics History Notes. Last revised on April 14, 2020.
4901: 4882: 4621: 4593: 4566: 4533: 1182:{\displaystyle {\frac {\partial }{\partial \theta }}\int _{\mathcal {X}}f(x;\theta )\,dx={\frac {\partial }{\partial \theta }}1=0.} 38: 3767: 569: 4214: 1213: 697: 393: 4866: 100: 4800:
Fisher, Ronald Aylmer. "The detection of linkage with 'dominant' abnormalities." Annals of Eugenics 6.2 (1935): 187-201.
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at which the likelihood function is evaluated, and in view of the random character of sampling one may take its
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has been averaged out. This concept of information is useful when comparing two methods of observation of some
2717: 68: 2747:. Note that the Fisher information is not a function of any particular observation, as the random variable 4647: 4364: 4122:
which means that the likelihood-ratio test can be understood as the area under the score function between
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It is worth restating the above result in words: the expected value of the score, at true parameter value
4193: 3881: 1087: 72: 1316:{\displaystyle \operatorname {Var} (s(\theta ))=\operatorname {E} (s(\theta )s(\theta )^{\mathsf {T}})} 4152: 304:{\displaystyle s(\theta ;x)\equiv {\frac {\partial \log {\mathcal {L}}(\theta ;x)}{\partial \theta }}} 4703: 92: 4786: 2810: 760: 670: 198: 84: 4737:
Buse, A. (1982). "The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note".
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first proved that the square of the score divided by the information matrix follows an asymptotic
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We can now verify that the expectation of the score is zero. Noting that the expectation of
2948:{\displaystyle {\mathcal {L}}(\theta ;A,B)={\frac {(A+B)!}{A!B!}}\theta ^{A}(1-\theta )^{B},} 1195: 650: 549: 349: 208: 4852: 4748: 4711: 4664: 4656: 4638: 4550: 4326: 4204: 386:, and indicates the sensitivity of the likelihood (its derivative normalized by its value). 125: 4826: 4187: 3573: 88: 3220:{\displaystyle E(s)={\frac {n\theta }{\theta }}-{\frac {n(1-\theta )}{1-\theta }}=n-n=0.} 4707: 1086:
The assumed regularity conditions allow the interchange of derivative and integral (see
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diverging from its original context but retaining its foundational principles.
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Hence the variance of the score is equal to the negative expected value of the
4715: 4458: 3842: 3719: 120: 52: 4476: ā€“ How many standard deviations apart from the mean an observed datum is 3870: 3838: 3707: 76: 45: 4814: 4678: 4503: 4461: ā€“ Statistical test based on the gradient of the likelihood function 4425: 1231: 526:{\displaystyle s_{\rm {linear}}={\frac {\partial }{\partial X}}\log f(X)} 141: 64: 4637:
Steyerberg, E. W.; Vickers, A. J.; Cook, N. R.; Gerds, T.; Gonen, M.;
3580:= 1 or 0), the model can be scored with the logarithm of predictions 103:
to find the parameter values that maximize the likelihood function.
4772: 1323:, can be derived from the above expression for the expected value. 124:
in which the parameter is held at a particular value. Further, the
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changes to the parameter values. If the log-likelihood function is
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evaluated at two distinct parameter values can be understood as a
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This article is about Score (statistics). Not to be confused with
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https://www.jmlr.org/papers/volume6/hyvarinen05a/hyvarinen05a.pdf
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Mathematical Proceedings of the Cambridge Philosophical Society
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It might seem confusing that the word score has been used for
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of the log-likelihood function and thereby the sensitivity to
4482: ā€“ Function related to statistics and probability theory 4023: 3945: 3913: 3031: 3017: 2992: 2843: 2816: 2723: 2661: 2500: 2450: 2371: 2265: 2220: 2200: 2119: 2092: 1994: 1974: 1894: 1867: 1764: 1682: 1650: 1573: 1524: 1452: 1432: 1121: 1021: 919: 876: 829: 766: 703: 676: 399: 270: 163: 4813:), Interpretation of "score", URL (version: 2019-04-17): 4827:
https://mathshistory.st-andrews.ac.uk/Miller/mathword/s/
3830:{\displaystyle \mathbf {x} =(x_{1},x_{2},\ldots ,x_{T})} 667:, is zero. To see this, rewrite the likelihood function 632:{\displaystyle \mathbf {x} =(x_{1},x_{2},\ldots ,x_{T})} 4484:
Pages displaying short descriptions of redirect targets
4262:{\displaystyle s_{\theta }\approx \nabla _{x}\log p(x)} 2800:
are failures, where the probability of success is 
747:{\displaystyle {\mathcal {L}}(\theta ;x)=f(x;\theta )} 443:{\displaystyle {\mathcal {L}}(\theta ;X)=f(X+\theta )} 4367: 4335: 4304: 4275: 4217: 4155: 4128: 3893: 3851: 3770: 3750: 3730: 3589: 3299: 3236: 3130: 2971: 2840: 2813: 2753: 2720: 2578: 1332: 1240: 1198: 1099: 790: 763: 700: 673: 653: 572: 552: 459: 396: 372: 352: 320: 234: 211: 154: 4469:
Pages displaying wikidata descriptions as a fallback
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is the probability in the model to be estimated and
4582:Greenberg, Edward; Webster, Charles E. Jr. (1983). 4467: ā€“ form of Newton's method used in statistics 4398: 4350: 4317: 4290: 4261: 4170: 4141: 4111: 3857: 3829: 3756: 3736: 3661: 3556: 3242: 3219: 3086: 2947: 2823: 2759: 2739: 2699: 2554: 1315: 1204: 1181: 1090:), hence the above expression may be rewritten as 1075: 773: 746: 683: 659: 631: 558: 525: 442: 378: 358: 338: 303: 217: 185: 4585:Advanced Econometrics: A Bridge to the Literature 4553:Approximation Theorems of Mathematical Statistics 4203:Score matching describes the process of applying 3699:The scoring algorithm is an iterative method for 4811:https://stats.stackexchange.com/users/173082/ben 3845:, the score is evaluated at a specific value of 3841:. However, in certain applications, such as the 4588:. New York: John Wiley & Sons. p. 25. 4524:. Norwich: W. H. Hutchins & Sons. pp.  4455: ā€“ Scientific study of digital information 186:{\displaystyle \log {\mathcal {L}}(\theta ;x)} 4796: 4794: 8: 4616:. Oxford: Basil Blackwell. pp. 16ā€“18. 4557:. New York: John Wiley & Sons. p.  3662:{\displaystyle S=Y\log(p)+(1-Y)(\log(1-p))} 4298:from finite samples. The learned function 4771: 4668: 4372: 4366: 4334: 4309: 4303: 4274: 4235: 4222: 4216: 4157: 4156: 4154: 4133: 4127: 4102: 4078: 4077: 4070: 4065: 4048: 4022: 4021: 4014: 4008: 3996: 3995: 3988: 3983: 3954: 3953: 3944: 3943: 3925: 3912: 3911: 3892: 3850: 3818: 3799: 3786: 3771: 3769: 3749: 3729: 3588: 3520: 3496: 3473: 3460: 3416: 3403: 3350: 3337: 3300: 3298: 3235: 3164: 3146: 3129: 3063: 3050: 3030: 3029: 3023: 3016: 3011: 2991: 2990: 2978: 2970: 2936: 2914: 2872: 2842: 2841: 2839: 2815: 2814: 2812: 2752: 2722: 2721: 2719: 2683: 2682: 2674: 2660: 2659: 2647: 2640: 2614: 2613: 2577: 2536: 2535: 2499: 2498: 2486: 2449: 2448: 2436: 2408: 2407: 2399: 2370: 2369: 2357: 2350: 2323: 2295: 2294: 2264: 2263: 2251: 2219: 2218: 2206: 2199: 2198: 2184: 2156: 2155: 2147: 2118: 2117: 2105: 2098: 2091: 2090: 2069: 2059: 2058: 2025: 1993: 1992: 1980: 1973: 1972: 1958: 1930: 1929: 1893: 1892: 1880: 1873: 1866: 1865: 1844: 1829: 1828: 1795: 1763: 1762: 1750: 1719: 1718: 1710: 1681: 1680: 1668: 1661: 1649: 1648: 1627: 1572: 1571: 1559: 1544: 1543: 1530: 1523: 1522: 1501: 1451: 1450: 1438: 1431: 1430: 1416: 1415: 1402: 1361: 1360: 1347: 1333: 1331: 1303: 1302: 1239: 1197: 1155: 1145: 1120: 1119: 1100: 1098: 1062: 1027: 1020: 1019: 1005: 970: 943: 918: 917: 896: 875: 874: 853: 828: 827: 791: 789: 765: 764: 762: 702: 701: 699: 675: 674: 672: 652: 620: 601: 588: 573: 571: 551: 490: 465: 464: 458: 398: 397: 395: 371: 351: 319: 269: 268: 256: 233: 210: 162: 161: 153: 4815:https://stats.stackexchange.com/q/342374 4641:; Pencina, M. J.; Kattan, M. W. (2010). 2796:of them are successes and the remaining 450:. The "linear score" is then defined as 4495: 3117:) , we can see that the expectation of 2740:{\displaystyle {\mathcal {I}}(\theta )} 4521:An Introduction to Likelihood Analysis 2684: 2615: 2537: 2409: 2296: 2157: 2060: 1931: 1830: 1720: 1545: 1417: 1362: 1304: 566:, it also depends on the observations 4896:. New York: Springer. Section 2.3.1. 4211:) to approximate the score function 106:Since the score is a function of the 7: 4399:{\displaystyle \nabla _{x}\log p(x)} 4873:Cox, D. R.; Hinkley, D. V. (1974). 4505:Informant in Encyclopaedia of Maths 4415:introduced by British statistician 3837:, so that, in general, it is not a 27:Gradient of the likelihood function 4369: 4232: 3230:We can also check the variance of 3038: 3026: 2999: 2981: 2675: 2668: 2644: 2630: 2579: 2522: 2489: 2472: 2439: 2425: 2400: 2393: 2354: 2340: 2287: 2254: 2242: 2209: 2148: 2141: 2102: 2051: 2028: 2016: 1983: 1922: 1916: 1877: 1821: 1798: 1786: 1753: 1711: 1704: 1665: 1595: 1562: 1536: 1532: 1474: 1441: 1408: 1404: 1371: 1353: 1349: 1268: 1161: 1157: 1106: 1102: 1053: 1030: 996: 973: 859: 855: 795: 496: 492: 481: 478: 475: 472: 469: 466: 292: 259: 25: 4614:Lectures on Advanced Econometrics 4182:Score matching (machine learning) 546:While the score is a function of 126:ratio of two likelihood functions 4171:{\displaystyle {\hat {\theta }}} 3772: 574: 4753:10.1080/00031305.1982.10482817 4393: 4387: 4345: 4339: 4285: 4279: 4256: 4250: 4162: 4099: 4093: 4083: 4034: 4028: 4001: 3965: 3959: 3950: 3931: 3918: 3824: 3779: 3656: 3653: 3641: 3632: 3629: 3617: 3611: 3605: 3541: 3529: 3514: 3508: 3316: 3310: 3182: 3170: 3140: 3134: 2933: 2920: 2887: 2875: 2866: 2848: 2824:{\displaystyle {\mathcal {L}}} 2734: 2728: 2621: 2610: 2603: 2597: 2591: 2585: 2517: 2505: 2467: 2455: 2388: 2376: 2320: 2308: 2282: 2270: 2237: 2225: 2181: 2169: 2136: 2124: 2046: 2034: 2011: 1999: 1955: 1943: 1911: 1899: 1816: 1804: 1781: 1769: 1744: 1732: 1699: 1687: 1619: 1607: 1590: 1578: 1498: 1486: 1469: 1457: 1389: 1377: 1310: 1299: 1292: 1286: 1280: 1274: 1262: 1259: 1253: 1247: 1142: 1130: 1048: 1036: 991: 979: 964: 952: 940: 928: 893: 881: 850: 838: 813: 801: 774:{\displaystyle {\mathcal {X}}} 741: 729: 720: 708: 684:{\displaystyle {\mathcal {L}}} 626: 581: 520: 514: 437: 425: 416: 404: 333: 321: 314:This differentiation yields a 287: 275: 250: 238: 205:-dimensional parameter vector 180: 168: 1: 4921:Maximum likelihood estimation 4838:doi:10.1017/S0305004100023987 2784:Consider observing the first 101:maximum likelihood estimation 4661:10.1097/EDE.0b013e3181c30fb2 4549:Serfling, Robert J. (1980). 4449: ā€“ Notion in statistics 693:probability density function 346:row vector at each value of 4892:Schervish, Mark J. (1995). 4862:Encyclopedia of Mathematics 4318:{\displaystyle s_{\theta }} 4269:of an unknown distribution 4142:{\displaystyle \theta _{0}} 3877:under the null hypothesis. 3574:models with binary outcomes 2710:The latter is known as the 339:{\displaystyle (1\times m)} 4937: 4191: 4185: 3717: 3692: 1223: 43: 36: 32:Informant (disambiguation) 29: 4740:The American Statistician 4716:10.1017/S0305004100023987 4329:to draw new samples from 4198:Propensity score matching 4518:Pickles, Andrew (1985). 4351:{\displaystyle \pi (x)} 4291:{\displaystyle \pi (x)} 3858:{\displaystyle \theta } 3757:{\displaystyle \theta } 3105:and the expectation of 2569:of the log-likelihood. 1205:{\displaystyle \theta } 660:{\displaystyle \theta } 559:{\displaystyle \theta } 359:{\displaystyle \theta } 218:{\displaystyle \theta } 132:of the score function. 114:, it lends itself to a 110:, which are subject to 99:; this fact is used in 69:log-likelihood function 4877:. Chapman & Hall. 4875:Theoretical Statistics 4400: 4352: 4319: 4292: 4263: 4172: 4143: 4113: 3880:Further note that the 3859: 3831: 3758: 3738: 3663: 3558: 3274:) and the variance of 3244: 3221: 3088: 2949: 2825: 2761: 2741: 2701: 2556: 1317: 1206: 1183: 1077: 775: 748: 685: 661: 633: 560: 527: 444: 380: 360: 340: 305: 219: 187: 4401: 4353: 4320: 4293: 4264: 4207:algorithms (commonly 4194:Matching (statistics) 4173: 4144: 4114: 3882:likelihood-ratio test 3860: 3832: 3759: 3739: 3664: 3559: 3286:) so the variance of 3282:(1 −  3245: 3222: 3113:(1 −  3089: 2950: 2826: 2762: 2742: 2702: 2557: 1318: 1207: 1184: 1088:Leibniz integral rule 1078: 776: 749: 686: 662: 634: 561: 528: 445: 381: 361: 341: 306: 220: 201:, with respect to an 188: 4894:Theory of Statistics 4365: 4333: 4325:can then be used in 4302: 4273: 4215: 4192:For other uses, see 4153: 4126: 3891: 3849: 3768: 3764:and the observation 3748: 3728: 3587: 3568:Binary outcome model 3297: 3234: 3128: 2969: 2838: 2811: 2807:Then the likelihood 2751: 2718: 2576: 1330: 1238: 1196: 1097: 788: 761: 698: 671: 651: 570: 550: 457: 394: 390:density of the form 370: 350: 318: 232: 209: 152: 71:with respect to the 37:For other uses, see 30:For other uses, see 4708:1948PCPS...44...50R 4327:generative modeling 4089: 4007: 3270: −  199:likelihood function 146:partial derivatives 4453:Information theory 4447:Fisher information 4396: 4348: 4315: 4288: 4259: 4168: 4139: 4109: 4061: 3979: 3855: 3827: 3754: 3734: 3705:maximum likelihood 3659: 3554: 3552: 3240: 3217: 3084: 2945: 2821: 2792:, and seeing that 2757: 2737: 2712:Fisher information 2697: 2552: 2550: 1313: 1226:Fisher information 1202: 1179: 1073: 1071: 771: 744: 681: 657: 629: 556: 523: 440: 376: 356: 336: 301: 215: 183: 97:maximum or minimum 18:Score (statistics) 4465:Scoring algorithm 4165: 4086: 4046: 4004: 3962: 3744:is a function of 3737:{\displaystyle s} 3695:Scoring algorithm 3689:Scoring algorithm 3545: 3489: 3468: 3432: 3411: 3374: 3345: 3243:{\displaystyle s} 3197: 3159: 3079: 3058: 3045: 3021: 3006: 2908: 2790:Bernoulli process 2780:Bernoulli process 2760:{\displaystyle X} 2691: 2529: 2479: 2416: 2303: 2249: 2164: 2067: 2023: 1938: 1837: 1793: 1727: 1602: 1552: 1481: 1424: 1369: 1168: 1113: 1060: 1003: 968: 866: 754:, and denote the 503: 379:{\displaystyle x} 299: 195:natural logarithm 140:The score is the 130:definite integral 91:, the score will 16:(Redirected from 4928: 4907: 4888: 4869: 4839: 4835: 4829: 4823: 4817: 4807: 4801: 4798: 4789: 4784: 4778: 4777: 4775: 4763: 4757: 4756: 4734: 4728: 4727: 4689: 4683: 4682: 4672: 4634: 4628: 4627: 4606: 4600: 4599: 4579: 4573: 4572: 4556: 4546: 4540: 4539: 4515: 4509: 4508: 4500: 4485: 4470: 4405: 4403: 4402: 4397: 4377: 4376: 4357: 4355: 4354: 4349: 4324: 4322: 4321: 4316: 4314: 4313: 4297: 4295: 4294: 4289: 4268: 4266: 4265: 4260: 4240: 4239: 4227: 4226: 4205:machine learning 4177: 4175: 4174: 4169: 4167: 4166: 4158: 4148: 4146: 4145: 4140: 4138: 4137: 4118: 4116: 4115: 4110: 4088: 4087: 4079: 4076: 4075: 4074: 4047: 4045: 4037: 4027: 4026: 4009: 4006: 4005: 3997: 3994: 3993: 3992: 3972: 3968: 3964: 3963: 3955: 3949: 3948: 3930: 3929: 3917: 3916: 3864: 3862: 3861: 3856: 3836: 3834: 3833: 3828: 3823: 3822: 3804: 3803: 3791: 3790: 3775: 3763: 3761: 3760: 3755: 3743: 3741: 3740: 3735: 3703:determining the 3668: 3666: 3665: 3660: 3563: 3561: 3560: 3555: 3553: 3546: 3544: 3521: 3501: 3500: 3495: 3491: 3490: 3488: 3474: 3469: 3461: 3447: 3443: 3439: 3438: 3434: 3433: 3431: 3417: 3412: 3404: 3380: 3376: 3375: 3373: 3362: 3351: 3346: 3338: 3250:. We know that 3249: 3247: 3246: 3241: 3226: 3224: 3223: 3218: 3198: 3196: 3185: 3165: 3160: 3155: 3147: 3093: 3091: 3090: 3085: 3080: 3078: 3064: 3059: 3051: 3046: 3044: 3036: 3035: 3034: 3024: 3022: 3020: 3012: 3007: 3005: 2997: 2996: 2995: 2979: 2954: 2952: 2951: 2946: 2941: 2940: 2919: 2918: 2909: 2907: 2893: 2873: 2847: 2846: 2830: 2828: 2827: 2822: 2820: 2819: 2766: 2764: 2763: 2758: 2746: 2744: 2743: 2738: 2727: 2726: 2706: 2704: 2703: 2698: 2696: 2692: 2690: 2689: 2688: 2687: 2666: 2665: 2664: 2652: 2651: 2641: 2620: 2619: 2618: 2561: 2559: 2558: 2553: 2551: 2547: 2543: 2542: 2541: 2540: 2534: 2530: 2528: 2520: 2504: 2503: 2487: 2480: 2478: 2470: 2454: 2453: 2437: 2421: 2417: 2415: 2414: 2413: 2412: 2391: 2375: 2374: 2362: 2361: 2351: 2333: 2304: 2302: 2301: 2300: 2299: 2285: 2269: 2268: 2252: 2250: 2248: 2240: 2224: 2223: 2207: 2205: 2204: 2203: 2165: 2163: 2162: 2161: 2160: 2139: 2123: 2122: 2110: 2109: 2099: 2097: 2096: 2095: 2079: 2068: 2066: 2065: 2064: 2063: 2049: 2026: 2024: 2022: 2014: 1998: 1997: 1981: 1979: 1978: 1977: 1939: 1937: 1936: 1935: 1934: 1914: 1898: 1897: 1885: 1884: 1874: 1872: 1871: 1870: 1854: 1843: 1839: 1838: 1836: 1835: 1834: 1833: 1819: 1796: 1794: 1792: 1784: 1768: 1767: 1751: 1728: 1726: 1725: 1724: 1723: 1702: 1686: 1685: 1673: 1672: 1662: 1655: 1654: 1653: 1637: 1626: 1622: 1603: 1601: 1593: 1577: 1576: 1560: 1553: 1551: 1550: 1549: 1548: 1531: 1529: 1528: 1527: 1511: 1482: 1480: 1472: 1456: 1455: 1439: 1437: 1436: 1435: 1425: 1423: 1422: 1421: 1420: 1403: 1395: 1370: 1368: 1367: 1366: 1365: 1348: 1322: 1320: 1319: 1314: 1309: 1308: 1307: 1211: 1209: 1208: 1203: 1188: 1186: 1185: 1180: 1169: 1167: 1156: 1126: 1125: 1124: 1114: 1112: 1101: 1082: 1080: 1079: 1074: 1072: 1061: 1059: 1051: 1028: 1026: 1025: 1024: 1004: 1002: 994: 971: 969: 967: 944: 924: 923: 922: 906: 880: 879: 867: 865: 854: 834: 833: 832: 780: 778: 777: 772: 770: 769: 753: 751: 750: 745: 707: 706: 690: 688: 687: 682: 680: 679: 666: 664: 663: 658: 638: 636: 635: 630: 625: 624: 606: 605: 593: 592: 577: 565: 563: 562: 557: 532: 530: 529: 524: 504: 502: 491: 486: 485: 484: 449: 447: 446: 441: 403: 402: 385: 383: 382: 377: 365: 363: 362: 357: 345: 343: 342: 337: 310: 308: 307: 302: 300: 298: 290: 274: 273: 257: 224: 222: 221: 216: 192: 190: 189: 184: 167: 166: 73:parameter vector 21: 4936: 4935: 4931: 4930: 4929: 4927: 4926: 4925: 4911: 4910: 4904: 4891: 4885: 4872: 4851: 4848: 4843: 4842: 4836: 4832: 4824: 4820: 4808: 4804: 4799: 4792: 4785: 4781: 4765: 4764: 4760: 4747:(3a): 153ā€“157. 4736: 4735: 4731: 4691: 4690: 4686: 4636: 4635: 4631: 4624: 4608: 4607: 4603: 4596: 4581: 4580: 4576: 4569: 4548: 4547: 4543: 4536: 4517: 4516: 4512: 4502: 4501: 4497: 4492: 4483: 4468: 4443: 4412: 4368: 4363: 4362: 4331: 4330: 4305: 4300: 4299: 4271: 4270: 4231: 4218: 4213: 4212: 4209:neural networks 4201: 4190: 4188:Diffusion model 4184: 4151: 4150: 4129: 4124: 4123: 4066: 4038: 4010: 3984: 3921: 3904: 3900: 3889: 3888: 3847: 3846: 3814: 3795: 3782: 3766: 3765: 3746: 3745: 3726: 3725: 3722: 3716: 3697: 3691: 3686: 3585: 3584: 3570: 3551: 3550: 3525: 3478: 3459: 3455: 3454: 3445: 3444: 3421: 3402: 3398: 3394: 3390: 3363: 3352: 3336: 3332: 3319: 3295: 3294: 3232: 3231: 3186: 3166: 3148: 3126: 3125: 3068: 3037: 3025: 2998: 2980: 2967: 2966: 2932: 2910: 2894: 2874: 2836: 2835: 2809: 2808: 2782: 2777: 2749: 2748: 2716: 2715: 2714:and is written 2678: 2667: 2643: 2642: 2636: 2609: 2574: 2573: 2549: 2548: 2521: 2488: 2482: 2481: 2471: 2438: 2435: 2431: 2403: 2392: 2353: 2352: 2346: 2331: 2330: 2290: 2286: 2253: 2241: 2208: 2194: 2151: 2140: 2101: 2100: 2086: 2077: 2076: 2054: 2050: 2027: 2015: 1982: 1968: 1925: 1915: 1876: 1875: 1861: 1852: 1851: 1824: 1820: 1797: 1785: 1752: 1714: 1703: 1664: 1663: 1660: 1656: 1644: 1635: 1634: 1594: 1561: 1558: 1554: 1539: 1535: 1518: 1509: 1508: 1473: 1440: 1426: 1411: 1407: 1393: 1392: 1356: 1352: 1340: 1328: 1327: 1298: 1236: 1235: 1228: 1222: 1194: 1193: 1160: 1115: 1105: 1095: 1094: 1070: 1069: 1052: 1029: 1015: 995: 972: 948: 913: 904: 903: 858: 823: 816: 786: 785: 759: 758: 696: 695: 669: 668: 649: 648: 616: 597: 584: 568: 567: 548: 547: 544: 539: 495: 460: 455: 454: 392: 391: 368: 367: 348: 347: 316: 315: 291: 258: 230: 229: 207: 206: 204: 150: 149: 144:(the vector of 138: 89:parameter space 49: 42: 35: 28: 23: 22: 15: 12: 11: 5: 4934: 4932: 4924: 4923: 4913: 4912: 4909: 4908: 4902: 4889: 4883: 4870: 4853:Chentsov, N.N. 4847: 4844: 4841: 4840: 4830: 4818: 4802: 4790: 4779: 4758: 4729: 4684: 4655:(1): 128ā€“138. 4639:Obuchowski, N. 4629: 4622: 4601: 4594: 4574: 4567: 4541: 4534: 4510: 4494: 4493: 4491: 4488: 4487: 4486: 4477: 4474:Standard score 4471: 4462: 4456: 4450: 4442: 4439: 4411: 4408: 4395: 4392: 4389: 4386: 4383: 4380: 4375: 4371: 4347: 4344: 4341: 4338: 4312: 4308: 4287: 4284: 4281: 4278: 4258: 4255: 4252: 4249: 4246: 4243: 4238: 4234: 4230: 4225: 4221: 4183: 4180: 4164: 4161: 4136: 4132: 4120: 4119: 4108: 4105: 4101: 4098: 4095: 4092: 4085: 4082: 4073: 4069: 4064: 4060: 4057: 4054: 4051: 4044: 4041: 4036: 4033: 4030: 4025: 4020: 4017: 4013: 4003: 4000: 3991: 3987: 3982: 3978: 3975: 3971: 3967: 3961: 3958: 3952: 3947: 3942: 3939: 3936: 3933: 3928: 3924: 3920: 3915: 3910: 3907: 3903: 3899: 3896: 3875:Ļ‡-distribution 3867:sampling error 3854: 3826: 3821: 3817: 3813: 3810: 3807: 3802: 3798: 3794: 3789: 3785: 3781: 3778: 3774: 3753: 3733: 3718:Main article: 3715: 3712: 3693:Main article: 3690: 3687: 3685: 3682: 3680:is the score. 3670: 3669: 3658: 3655: 3652: 3649: 3646: 3643: 3640: 3637: 3634: 3631: 3628: 3625: 3622: 3619: 3616: 3613: 3610: 3607: 3604: 3601: 3598: 3595: 3592: 3569: 3566: 3565: 3564: 3549: 3543: 3540: 3537: 3534: 3531: 3528: 3524: 3519: 3516: 3513: 3510: 3507: 3504: 3499: 3494: 3487: 3484: 3481: 3477: 3472: 3467: 3464: 3458: 3453: 3450: 3448: 3446: 3442: 3437: 3430: 3427: 3424: 3420: 3415: 3410: 3407: 3401: 3397: 3393: 3389: 3386: 3383: 3379: 3372: 3369: 3366: 3361: 3358: 3355: 3349: 3344: 3341: 3335: 3331: 3328: 3325: 3322: 3320: 3318: 3315: 3312: 3309: 3306: 3303: 3302: 3239: 3228: 3227: 3216: 3213: 3210: 3207: 3204: 3201: 3195: 3192: 3189: 3184: 3181: 3178: 3175: 3172: 3169: 3163: 3158: 3154: 3151: 3145: 3142: 3139: 3136: 3133: 3095: 3094: 3083: 3077: 3074: 3071: 3067: 3062: 3057: 3054: 3049: 3043: 3040: 3033: 3028: 3019: 3015: 3010: 3004: 3001: 2994: 2989: 2986: 2983: 2977: 2974: 2956: 2955: 2944: 2939: 2935: 2931: 2928: 2925: 2922: 2917: 2913: 2906: 2903: 2900: 2897: 2892: 2889: 2886: 2883: 2880: 2877: 2871: 2868: 2865: 2862: 2859: 2856: 2853: 2850: 2845: 2818: 2781: 2778: 2776: 2773: 2769:random process 2756: 2736: 2733: 2730: 2725: 2708: 2707: 2695: 2686: 2681: 2677: 2673: 2670: 2663: 2658: 2655: 2650: 2646: 2639: 2635: 2632: 2629: 2626: 2623: 2617: 2612: 2608: 2605: 2602: 2599: 2596: 2593: 2590: 2587: 2584: 2581: 2567:Hessian matrix 2563: 2562: 2546: 2539: 2533: 2527: 2524: 2519: 2516: 2513: 2510: 2507: 2502: 2497: 2494: 2491: 2485: 2477: 2474: 2469: 2466: 2463: 2460: 2457: 2452: 2447: 2444: 2441: 2434: 2430: 2427: 2424: 2420: 2411: 2406: 2402: 2398: 2395: 2390: 2387: 2384: 2381: 2378: 2373: 2368: 2365: 2360: 2356: 2349: 2345: 2342: 2339: 2336: 2334: 2332: 2329: 2326: 2322: 2319: 2316: 2313: 2310: 2307: 2298: 2293: 2289: 2284: 2281: 2278: 2275: 2272: 2267: 2262: 2259: 2256: 2247: 2244: 2239: 2236: 2233: 2230: 2227: 2222: 2217: 2214: 2211: 2202: 2197: 2193: 2190: 2187: 2183: 2180: 2177: 2174: 2171: 2168: 2159: 2154: 2150: 2146: 2143: 2138: 2135: 2132: 2129: 2126: 2121: 2116: 2113: 2108: 2104: 2094: 2089: 2085: 2082: 2080: 2078: 2075: 2072: 2062: 2057: 2053: 2048: 2045: 2042: 2039: 2036: 2033: 2030: 2021: 2018: 2013: 2010: 2007: 2004: 2001: 1996: 1991: 1988: 1985: 1976: 1971: 1967: 1964: 1961: 1957: 1954: 1951: 1948: 1945: 1942: 1933: 1928: 1924: 1921: 1918: 1913: 1910: 1907: 1904: 1901: 1896: 1891: 1888: 1883: 1879: 1869: 1864: 1860: 1857: 1855: 1853: 1850: 1847: 1842: 1832: 1827: 1823: 1818: 1815: 1812: 1809: 1806: 1803: 1800: 1791: 1788: 1783: 1780: 1777: 1774: 1771: 1766: 1761: 1758: 1755: 1749: 1746: 1743: 1740: 1737: 1734: 1731: 1722: 1717: 1713: 1709: 1706: 1701: 1698: 1695: 1692: 1689: 1684: 1679: 1676: 1671: 1667: 1659: 1652: 1647: 1643: 1640: 1638: 1636: 1633: 1630: 1625: 1621: 1618: 1615: 1612: 1609: 1606: 1600: 1597: 1592: 1589: 1586: 1583: 1580: 1575: 1570: 1567: 1564: 1557: 1547: 1542: 1538: 1534: 1526: 1521: 1517: 1514: 1512: 1510: 1507: 1504: 1500: 1497: 1494: 1491: 1488: 1485: 1479: 1476: 1471: 1468: 1465: 1462: 1459: 1454: 1449: 1446: 1443: 1434: 1429: 1419: 1414: 1410: 1406: 1401: 1398: 1396: 1394: 1391: 1388: 1385: 1382: 1379: 1376: 1373: 1364: 1359: 1355: 1351: 1346: 1343: 1341: 1339: 1336: 1335: 1312: 1306: 1301: 1297: 1294: 1291: 1288: 1285: 1282: 1279: 1276: 1273: 1270: 1267: 1264: 1261: 1258: 1255: 1252: 1249: 1246: 1243: 1234:of the score, 1224:Main article: 1221: 1218: 1214:asymptotically 1201: 1190: 1189: 1178: 1175: 1172: 1166: 1163: 1159: 1154: 1151: 1148: 1144: 1141: 1138: 1135: 1132: 1129: 1123: 1118: 1111: 1108: 1104: 1084: 1083: 1068: 1065: 1058: 1055: 1050: 1047: 1044: 1041: 1038: 1035: 1032: 1023: 1018: 1014: 1011: 1008: 1001: 998: 993: 990: 987: 984: 981: 978: 975: 966: 963: 960: 957: 954: 951: 947: 942: 939: 936: 933: 930: 927: 921: 916: 912: 909: 907: 905: 902: 899: 895: 892: 889: 886: 883: 878: 873: 870: 864: 861: 857: 852: 849: 846: 843: 840: 837: 831: 826: 822: 819: 817: 815: 812: 809: 806: 803: 800: 797: 794: 793: 768: 743: 740: 737: 734: 731: 728: 725: 722: 719: 716: 713: 710: 705: 678: 656: 641:expected value 628: 623: 619: 615: 612: 609: 604: 600: 596: 591: 587: 583: 580: 576: 555: 543: 540: 538: 535: 534: 533: 522: 519: 516: 513: 510: 507: 501: 498: 494: 489: 483: 480: 477: 474: 471: 468: 463: 439: 436: 433: 430: 427: 424: 421: 418: 415: 412: 409: 406: 401: 375: 355: 335: 332: 329: 326: 323: 312: 311: 297: 294: 289: 286: 283: 280: 277: 272: 267: 264: 261: 255: 252: 249: 246: 243: 240: 237: 214: 202: 182: 179: 176: 173: 170: 165: 160: 157: 137: 134: 116:test statistic 112:sampling error 39:Score function 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 4933: 4922: 4919: 4918: 4916: 4905: 4903:0-387-94546-6 4899: 4895: 4890: 4886: 4884:0-412-12420-3 4880: 4876: 4871: 4868: 4864: 4863: 4858: 4854: 4850: 4849: 4845: 4834: 4831: 4828: 4822: 4819: 4816: 4812: 4806: 4803: 4797: 4795: 4791: 4788: 4783: 4780: 4774: 4769: 4762: 4759: 4754: 4750: 4746: 4742: 4741: 4733: 4730: 4725: 4721: 4717: 4713: 4709: 4705: 4701: 4697: 4696: 4688: 4685: 4680: 4676: 4671: 4666: 4662: 4658: 4654: 4650: 4649: 4644: 4640: 4633: 4630: 4625: 4623:0-631-14956-2 4619: 4615: 4611: 4610:Sargan, Denis 4605: 4602: 4597: 4595:0-471-09077-8 4591: 4587: 4586: 4578: 4575: 4570: 4568:0-471-02403-1 4564: 4560: 4555: 4554: 4545: 4542: 4537: 4535:0-86094-190-6 4531: 4527: 4523: 4522: 4514: 4511: 4507: 4506: 4499: 4496: 4489: 4481: 4480:Support curve 4478: 4475: 4472: 4466: 4463: 4460: 4457: 4454: 4451: 4448: 4445: 4444: 4440: 4438: 4434: 4430: 4427: 4421: 4418: 4417:Ronald Fisher 4409: 4407: 4390: 4384: 4381: 4378: 4373: 4359: 4342: 4336: 4328: 4310: 4306: 4282: 4276: 4253: 4247: 4244: 4241: 4236: 4228: 4223: 4219: 4210: 4206: 4199: 4195: 4189: 4181: 4179: 4159: 4134: 4130: 4106: 4103: 4096: 4090: 4080: 4071: 4067: 4062: 4058: 4055: 4052: 4049: 4042: 4039: 4031: 4018: 4015: 4011: 3998: 3989: 3985: 3980: 3976: 3973: 3969: 3956: 3940: 3937: 3934: 3926: 3922: 3908: 3905: 3901: 3897: 3894: 3887: 3886: 3885: 3883: 3878: 3876: 3872: 3868: 3852: 3844: 3840: 3819: 3815: 3811: 3808: 3805: 3800: 3796: 3792: 3787: 3783: 3776: 3751: 3731: 3721: 3713: 3711: 3709: 3706: 3702: 3696: 3688: 3683: 3681: 3679: 3675: 3650: 3647: 3644: 3638: 3635: 3626: 3623: 3620: 3614: 3608: 3602: 3599: 3596: 3593: 3590: 3583: 3582: 3581: 3579: 3575: 3567: 3547: 3538: 3535: 3532: 3526: 3522: 3517: 3511: 3505: 3502: 3497: 3492: 3485: 3482: 3479: 3475: 3470: 3465: 3462: 3456: 3451: 3449: 3440: 3435: 3428: 3425: 3422: 3418: 3413: 3408: 3405: 3399: 3395: 3391: 3387: 3384: 3381: 3377: 3370: 3367: 3364: 3359: 3356: 3353: 3347: 3342: 3339: 3333: 3329: 3326: 3323: 3321: 3313: 3307: 3304: 3293: 3292: 3291: 3289: 3285: 3281: 3277: 3273: 3269: 3265: 3261: 3257: 3253: 3237: 3214: 3211: 3208: 3205: 3202: 3199: 3193: 3190: 3187: 3179: 3176: 3173: 3167: 3161: 3156: 3152: 3149: 3143: 3137: 3131: 3124: 3123: 3122: 3120: 3116: 3112: 3108: 3104: 3100: 3081: 3075: 3072: 3069: 3065: 3060: 3055: 3052: 3047: 3041: 3013: 3008: 3002: 2987: 2984: 2975: 2972: 2965: 2964: 2963: 2961: 2958:so the score 2942: 2937: 2929: 2926: 2923: 2915: 2911: 2904: 2901: 2898: 2895: 2890: 2884: 2881: 2878: 2869: 2863: 2860: 2857: 2854: 2851: 2834: 2833: 2832: 2805: 2803: 2799: 2795: 2791: 2787: 2779: 2774: 2772: 2770: 2754: 2731: 2713: 2693: 2679: 2671: 2656: 2653: 2648: 2637: 2633: 2627: 2624: 2606: 2600: 2594: 2588: 2582: 2572: 2571: 2570: 2568: 2544: 2531: 2525: 2514: 2511: 2508: 2495: 2492: 2483: 2475: 2464: 2461: 2458: 2445: 2442: 2432: 2428: 2422: 2418: 2404: 2396: 2385: 2382: 2379: 2366: 2363: 2358: 2347: 2343: 2337: 2335: 2327: 2324: 2317: 2314: 2311: 2305: 2291: 2279: 2276: 2273: 2260: 2257: 2245: 2234: 2231: 2228: 2215: 2212: 2195: 2191: 2188: 2185: 2178: 2175: 2172: 2166: 2152: 2144: 2133: 2130: 2127: 2114: 2111: 2106: 2087: 2083: 2081: 2073: 2070: 2055: 2043: 2040: 2037: 2031: 2019: 2008: 2005: 2002: 1989: 1986: 1969: 1965: 1962: 1959: 1952: 1949: 1946: 1940: 1926: 1919: 1908: 1905: 1902: 1889: 1886: 1881: 1862: 1858: 1856: 1848: 1845: 1840: 1825: 1813: 1810: 1807: 1801: 1789: 1778: 1775: 1772: 1759: 1756: 1747: 1741: 1738: 1735: 1729: 1715: 1707: 1696: 1693: 1690: 1677: 1674: 1669: 1657: 1645: 1641: 1639: 1631: 1628: 1623: 1616: 1613: 1610: 1604: 1598: 1587: 1584: 1581: 1568: 1565: 1555: 1540: 1519: 1515: 1513: 1505: 1502: 1495: 1492: 1489: 1483: 1477: 1466: 1463: 1460: 1447: 1444: 1427: 1412: 1399: 1397: 1386: 1383: 1380: 1374: 1357: 1344: 1342: 1337: 1326: 1325: 1324: 1295: 1289: 1283: 1277: 1271: 1265: 1256: 1250: 1244: 1241: 1233: 1227: 1219: 1217: 1215: 1199: 1176: 1173: 1170: 1164: 1152: 1149: 1146: 1139: 1136: 1133: 1127: 1116: 1109: 1093: 1092: 1091: 1089: 1066: 1063: 1056: 1045: 1042: 1039: 1033: 1016: 1012: 1009: 1006: 999: 988: 985: 982: 976: 961: 958: 955: 949: 945: 937: 934: 931: 925: 914: 910: 908: 900: 897: 890: 887: 884: 871: 868: 862: 847: 844: 841: 835: 824: 820: 818: 810: 807: 804: 798: 784: 783: 782: 757: 738: 735: 732: 726: 723: 717: 714: 711: 694: 654: 646: 642: 621: 617: 613: 610: 607: 602: 598: 594: 589: 585: 578: 553: 541: 536: 517: 511: 508: 505: 499: 487: 461: 453: 452: 451: 434: 431: 428: 422: 419: 413: 410: 407: 387: 373: 353: 330: 327: 324: 295: 284: 281: 278: 265: 262: 253: 247: 244: 241: 235: 228: 227: 226: 212: 200: 196: 177: 174: 171: 158: 155: 147: 143: 135: 133: 131: 127: 123: 122: 117: 113: 109: 104: 102: 98: 94: 90: 86: 82: 81:infinitesimal 78: 74: 70: 66: 62: 58: 54: 47: 40: 33: 19: 4893: 4874: 4860: 4833: 4821: 4805: 4782: 4761: 4744: 4738: 4732: 4702:(1): 50ā€“57. 4699: 4693: 4687: 4652: 4648:Epidemiology 4646: 4632: 4613: 4604: 4584: 4577: 4552: 4544: 4520: 4513: 4504: 4498: 4435: 4431: 4422: 4413: 4360: 4202: 4121: 3884:is given by 3879: 3723: 3698: 3684:Applications 3677: 3673: 3671: 3577: 3571: 3287: 3283: 3279: 3275: 3271: 3267: 3263: 3259: 3255: 3251: 3229: 3118: 3114: 3110: 3106: 3102: 3098: 3096: 2959: 2957: 2806: 2801: 2797: 2793: 2788:trials of a 2785: 2783: 2709: 2564: 1229: 1191: 1085: 756:sample space 645:sample space 545: 388: 313: 139: 119: 108:observations 105: 60: 56: 50: 4857:"Informant" 3869:. In 1948, 3701:numerically 95:at a local 4846:References 4773:2011.13456 4459:Score test 4186:See also: 3843:score test 3724:Note that 3720:Score test 3714:Score test 537:Properties 136:Definition 121:score test 85:continuous 53:statistics 4867:EMS Press 4855:(2001) , 4724:122382660 4382:⁡ 4370:∇ 4337:π 4311:θ 4277:π 4245:⁡ 4233:∇ 4229:≈ 4224:θ 4163:^ 4160:θ 4131:θ 4107:θ 4097:θ 4084:^ 4081:θ 4068:θ 4063:∫ 4053:θ 4043:θ 4032:θ 4019:⁡ 4002:^ 3999:θ 3986:θ 3981:∫ 3960:^ 3957:θ 3941:⁡ 3935:− 3923:θ 3909:⁡ 3895:− 3871:C. R. Rao 3853:θ 3839:statistic 3809:… 3752:θ 3708:estimator 3648:− 3639:⁡ 3624:− 3603:⁡ 3539:θ 3536:− 3527:θ 3506:⁡ 3486:θ 3483:− 3466:θ 3429:θ 3426:− 3409:θ 3388:⁡ 3371:θ 3368:− 3357:− 3348:− 3343:θ 3330:⁡ 3308:⁡ 3206:− 3194:θ 3191:− 3180:θ 3177:− 3162:− 3157:θ 3153:θ 3076:θ 3073:− 3061:− 3056:θ 3042:θ 3039:∂ 3027:∂ 3003:θ 3000:∂ 2988:⁡ 2982:∂ 2930:θ 2927:− 2912:θ 2852:θ 2732:θ 2680:θ 2676:∂ 2672:θ 2669:∂ 2657:⁡ 2645:∂ 2634:⁡ 2628:− 2607:θ 2595:θ 2583:⁡ 2526:θ 2523:∂ 2509:θ 2496:⁡ 2490:∂ 2476:θ 2473:∂ 2459:θ 2446:⁡ 2440:∂ 2429:⁡ 2405:θ 2401:∂ 2397:θ 2394:∂ 2380:θ 2367:⁡ 2355:∂ 2344:⁡ 2318:θ 2292:θ 2288:∂ 2274:θ 2261:⁡ 2255:∂ 2246:θ 2243:∂ 2229:θ 2216:⁡ 2210:∂ 2196:∫ 2179:θ 2153:θ 2149:∂ 2145:θ 2142:∂ 2128:θ 2115:⁡ 2103:∂ 2088:∫ 2056:θ 2052:∂ 2044:θ 2029:∂ 2020:θ 2017:∂ 2003:θ 1990:⁡ 1984:∂ 1970:∫ 1953:θ 1927:θ 1923:∂ 1920:θ 1917:∂ 1903:θ 1890:⁡ 1878:∂ 1863:∫ 1826:θ 1822:∂ 1814:θ 1799:∂ 1790:θ 1787:∂ 1773:θ 1760:⁡ 1754:∂ 1742:θ 1716:θ 1712:∂ 1708:θ 1705:∂ 1691:θ 1678:⁡ 1666:∂ 1646:∫ 1617:θ 1599:θ 1596:∂ 1582:θ 1569:⁡ 1563:∂ 1541:θ 1537:∂ 1533:∂ 1520:∫ 1496:θ 1478:θ 1475:∂ 1461:θ 1448:⁡ 1442:∂ 1428:∫ 1413:θ 1409:∂ 1405:∂ 1387:θ 1384:∣ 1375:⁡ 1358:θ 1354:∂ 1350:∂ 1296:θ 1284:θ 1272:⁡ 1257:θ 1245:⁡ 1200:θ 1165:θ 1162:∂ 1158:∂ 1140:θ 1117:∫ 1110:θ 1107:∂ 1103:∂ 1057:θ 1054:∂ 1046:θ 1031:∂ 1017:∫ 1000:θ 997:∂ 989:θ 974:∂ 962:θ 938:θ 915:∫ 885:θ 872:⁡ 863:θ 860:∂ 856:∂ 848:θ 825:∫ 811:θ 808:∣ 799:⁡ 739:θ 712:θ 655:θ 643:over the 611:… 554:θ 509:⁡ 497:∂ 493:∂ 435:θ 408:θ 354:θ 328:× 296:θ 293:∂ 279:θ 266:⁡ 260:∂ 254:≡ 242:θ 213:θ 172:θ 159:⁡ 118:known as 87:over the 77:steepness 63:) is the 61:informant 46:Raw score 4915:Category 4679:20010215 4612:(1988). 4441:See also 4426:zygosity 2775:Examples 1232:variance 1220:Variance 781:. Then: 142:gradient 65:gradient 4704:Bibcode 4670:3575184 4410:History 3266:=  197:of the 67:of the 4900:  4881:  4722:  4677:  4667:  4620:  4592:  4565:  4532:  3672:where 193:, the 93:vanish 55:, the 4809:Ben ( 4768:arXiv 4720:S2CID 4526:24ā€“29 4490:Notes 691:as a 148:) of 57:score 4898:ISBN 4879:ISBN 4675:PMID 4618:ISBN 4590:ISBN 4563:ISBN 4530:ISBN 4196:and 4149:and 3572:For 3262:(so 1230:The 542:Mean 366:and 59:(or 4749:doi 4712:doi 4665:PMC 4657:doi 4559:145 4379:log 4242:log 4016:log 3938:log 3906:log 3636:log 3600:log 3503:var 3385:var 3327:var 3305:var 3290:is 3278:is 3121:is 3109:is 3101:is 2985:log 2962:is 2831:is 2654:log 2493:log 2443:log 2364:log 2258:log 2213:log 2112:log 1987:log 1887:log 1757:log 1675:log 1566:log 1445:log 1242:Var 869:log 506:log 263:log 156:log 51:In 4917:: 4865:, 4859:, 4793:^ 4745:36 4743:. 4718:. 4710:. 4700:44 4698:. 4673:. 4663:. 4653:21 4651:. 4645:. 4561:. 4528:. 4358:. 4178:. 3710:. 3280:nĪø 3258:= 3254:+ 3215:0. 3103:nĪø 2804:. 2771:. 1216:. 1177:0. 225:. 4906:. 4887:. 4776:. 4770:: 4755:. 4751:: 4726:. 4714:: 4706:: 4681:. 4659:: 4626:. 4598:. 4571:. 4538:. 4394:) 4391:x 4388:( 4385:p 4374:x 4346:) 4343:x 4340:( 4307:s 4286:) 4283:x 4280:( 4257:) 4254:x 4251:( 4248:p 4237:x 4220:s 4200:. 4135:0 4104:d 4100:) 4094:( 4091:s 4072:0 4059:2 4056:= 4050:d 4040:d 4035:) 4029:( 4024:L 4012:d 3990:0 3977:2 3974:= 3970:] 3966:) 3951:( 3946:L 3932:) 3927:0 3919:( 3914:L 3902:[ 3898:2 3825:) 3820:T 3816:x 3812:, 3806:, 3801:2 3797:x 3793:, 3788:1 3784:x 3780:( 3777:= 3773:x 3732:s 3678:S 3674:p 3657:) 3654:) 3651:p 3645:1 3642:( 3633:( 3630:) 3627:Y 3621:1 3618:( 3615:+ 3612:) 3609:p 3606:( 3597:Y 3594:= 3591:S 3578:Y 3576:( 3548:. 3542:) 3533:1 3530:( 3523:n 3518:= 3515:) 3512:A 3509:( 3498:2 3493:) 3480:1 3476:1 3471:+ 3463:1 3457:( 3452:= 3441:) 3436:) 3423:1 3419:1 3414:+ 3406:1 3400:( 3396:A 3392:( 3382:= 3378:) 3365:1 3360:A 3354:n 3340:A 3334:( 3324:= 3317:) 3314:s 3311:( 3288:s 3284:Īø 3276:A 3272:A 3268:n 3264:B 3260:n 3256:B 3252:A 3238:s 3212:= 3209:n 3203:n 3200:= 3188:1 3183:) 3174:1 3171:( 3168:n 3150:n 3144:= 3141:) 3138:s 3135:( 3132:E 3119:s 3115:Īø 3111:n 3107:B 3099:A 3082:. 3070:1 3066:B 3053:A 3048:= 3032:L 3018:L 3014:1 3009:= 2993:L 2976:= 2973:s 2960:s 2943:, 2938:B 2934:) 2924:1 2921:( 2916:A 2905:! 2902:B 2899:! 2896:A 2891:! 2888:) 2885:B 2882:+ 2879:A 2876:( 2870:= 2867:) 2864:B 2861:, 2858:A 2855:; 2849:( 2844:L 2817:L 2802:Īø 2798:B 2794:A 2786:n 2755:X 2735:) 2729:( 2724:I 2694:) 2685:T 2662:L 2649:2 2638:( 2631:E 2625:= 2622:) 2616:T 2611:) 2604:( 2601:s 2598:) 2592:( 2589:s 2586:( 2580:E 2545:) 2538:T 2532:] 2518:) 2515:X 2512:; 2506:( 2501:L 2484:[ 2468:) 2465:X 2462:; 2456:( 2451:L 2433:( 2426:E 2423:+ 2419:) 2410:T 2389:) 2386:X 2383:; 2377:( 2372:L 2359:2 2348:( 2341:E 2338:= 2328:x 2325:d 2321:) 2315:; 2312:x 2309:( 2306:f 2297:T 2283:) 2280:X 2277:; 2271:( 2266:L 2238:) 2235:X 2232:; 2226:( 2221:L 2201:X 2192:+ 2189:x 2186:d 2182:) 2176:; 2173:x 2170:( 2167:f 2158:T 2137:) 2134:X 2131:; 2125:( 2120:L 2107:2 2093:X 2084:= 2074:x 2071:d 2061:T 2047:) 2041:; 2038:x 2035:( 2032:f 2012:) 2009:X 2006:; 2000:( 1995:L 1975:X 1966:+ 1963:x 1960:d 1956:) 1950:; 1947:x 1944:( 1941:f 1932:T 1912:) 1909:X 1906:; 1900:( 1895:L 1882:2 1868:X 1859:= 1849:x 1846:d 1841:} 1831:T 1817:) 1811:; 1808:x 1805:( 1802:f 1782:) 1779:X 1776:; 1770:( 1765:L 1748:+ 1745:) 1739:; 1736:x 1733:( 1730:f 1721:T 1700:) 1697:X 1694:; 1688:( 1683:L 1670:2 1658:{ 1651:X 1642:= 1632:x 1629:d 1624:} 1620:) 1614:; 1611:x 1608:( 1605:f 1591:) 1588:X 1585:; 1579:( 1574:L 1556:{ 1546:T 1525:X 1516:= 1506:x 1503:d 1499:) 1493:; 1490:x 1487:( 1484:f 1470:) 1467:X 1464:; 1458:( 1453:L 1433:X 1418:T 1400:= 1390:) 1381:s 1378:( 1372:E 1363:T 1345:= 1338:0 1311:) 1305:T 1300:) 1293:( 1290:s 1287:) 1281:( 1278:s 1275:( 1269:E 1266:= 1263:) 1260:) 1254:( 1251:s 1248:( 1174:= 1171:1 1153:= 1150:x 1147:d 1143:) 1137:; 1134:x 1131:( 1128:f 1122:X 1067:x 1064:d 1049:) 1043:; 1040:x 1037:( 1034:f 1022:X 1013:= 1010:x 1007:d 992:) 986:; 983:x 980:( 977:f 965:) 959:; 956:x 953:( 950:f 946:1 941:) 935:; 932:x 929:( 926:f 920:X 911:= 901:x 898:d 894:) 891:x 888:; 882:( 877:L 851:) 845:; 842:x 839:( 836:f 830:X 821:= 814:) 805:s 802:( 796:E 767:X 742:) 736:; 733:x 730:( 727:f 724:= 721:) 718:x 715:; 709:( 704:L 677:L 627:) 622:T 618:x 614:, 608:, 603:2 599:x 595:, 590:1 586:x 582:( 579:= 575:x 521:) 518:X 515:( 512:f 500:X 488:= 482:r 479:a 476:e 473:n 470:i 467:l 462:s 438:) 432:+ 429:X 426:( 423:f 420:= 417:) 414:X 411:; 405:( 400:L 374:x 334:) 331:m 325:1 322:( 288:) 285:x 282:; 276:( 271:L 251:) 248:x 245:; 239:( 236:s 203:m 181:) 178:x 175:; 169:( 164:L 48:. 41:. 34:. 20:)

Index

Score (statistics)
Informant (disambiguation)
Score function
Raw score
statistics
gradient
log-likelihood function
parameter vector
steepness
infinitesimal
continuous
parameter space
vanish
maximum or minimum
maximum likelihood estimation
observations
sampling error
test statistic
score test
ratio of two likelihood functions
definite integral
gradient
partial derivatives
natural logarithm
likelihood function
expected value
sample space
probability density function
sample space
Leibniz integral rule

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