© 1991 by Biometrika Trust
Rao score tests for goodness of fit and independence
Department of Statistics, University of Leeds Leeds LS29JT, U.K.
Rao's score statistic is a standard tool for carrying out hypothesis tests. A unified approach is given which encompasses many common tests. When a suitable group structure is present, it is shown how the derivation of the test statistic can be simplified. An omnibus test of multivariate normality is derived as an example of group invariance. As another application of Rao score tests, a general method is given for constructing tests of independence.
Key Words: Goodness of fit Invariance Multivariate normality Rao's score statistic Test of independence