Advances in Decision Sciences
Volume 2010 (2010), Article ID 292013, 8 pages
Review Article

Generalised Score and Wald Tests

School of Mathematical and Physical Sciences, University of Newcastle, Newcastle, NSW 2308, Australia

Received 17 September 2009; Accepted 16 December 2009

Academic Editor: Chin Lai

Copyright © 2010 Paul Rippon and J. C. W. Rayner. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


The generalised score and Wald tests are described and related to their nongeneralised versions. Two interesting applications are discussed. In the first a new test for the Behrens-Fisher problem is derived. The second is testing homogeneity of variances from multiple univariate normal populations.