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<p><big>Single-parameter test</big></p>
<p><big>The statistic</big></p>
<p>Let  be the <a href="page.php?w=likelihood_function">likelihood function</a> which depends on a univariate parameter  and let  be the data. The score  is defined as<br/>
:</p>

<p>The <a href="page.php?w=Fisher_information">Fisher information</a> is</p>

<p>
:where f is the probability density.</p>

<p>The statistic to test  is</p>

<p>which has an <a href="page.php?w=asymptotic_distribution">asymptotic distribution</a> of , when  is true. While asymptotically identical, calculating the LM</p><p>
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