Score (statistics)
In statistics, the score, score function, efficient score or informant indicates how sensitively a likelihood function depends on its parameter . Explicitly, the score for is the gradient of the log-likelihood with respect to .
The score plays an important role in several aspects of inference. For example:
-
- in formulating a test statistic for a locally most powerful test;
- in approximating the error in a maximum likelihood estimate;
- in demonstrating the asymptotic sufficiency of a maximum likelihood estimate;
- in the formulation of confidence intervals;
- in demonstrations of the Cramér–Rao inequality.
The score function also plays an important role in computational statistics, as it can play a part in the computation of maximum likelihood estimates.
Read more about Score (statistics): Definition
Famous quotes containing the word score:
“A man who is a politician at forty is a statesman at three score and ten. It is at this age, when he would be too old to be a clerk or a gardener or a police-court magistrate, that he is ripe to govern a country.”
—W. Somerset Maugham (1874–1965)