Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History
Rao 得分检验七十五年(1948—2023):简史
Rao (1948) introduced the score test statistic as an alternative to the likelihood ratio and Wald test statistics. In spite of the optimality properties of the score statistic shown in Rao and Poti (1946), the Rao score (RS) test remained unnoticed for almost 20 years. Today, the RS test is part of the ``Holy Trinity'' of hypothesis testing and has found its place in the Statistics and Econometrics textbooks and related software. Reviewing the history of the RS test we note…