Rao Score Tests for Goodness of Fit and Independence
本文统一了Rao得分统计量在多种常见检验中的应用，利用群结构简化检验统计量的推导，并以多元正态性检验和独立性检验为例展示其方法。
Rao's score statistic is a standard tool for carrying out hypothesis tests. A unified approach is given which encompasses many common tests. When a suitable group structure is present, it is shown how the derivation of the test statistic can be simplified. An omnibus test of multivariate normality is derived as an example of group invariance. As another application of Rao score tests, a general method is given for constructing tests of independence.