In statistics, the score, score function, efficient score or informant indicates how sensitively a likelihood function L(theta,X) depends on its parameter theta. Explicitly, the score for theta is the gradient of the log-likelihood with respect to theta. 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. … Score Function

# If you did not already know: “Score Function”

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