Statistical Score Function

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A Statistical Score Function is a score function that indicates how sensitively a likelihood function [math]\displaystyle{ L(\theta; X) }[/math] depends on its parameter [math]\displaystyle{ \theta }[/math].



References

2014

  1. Cox & Hinkley (1974), p 107
  2. Cox & Hinkley (1974), p 113
  3. 3.0 3.1 Cox & Hinkley (1974), p 295
  4. Cox & Hinkley (1974), p 222–3
  5. Cox & Hinkley (1974), p 254