Informant (statistics)

In statistics, the score (or informant[1]) is the gradient of the log-likelihood function with respect to the parameter vector. Evaluated at a particular point of the parameter vector, the score indicates the steepness of the log-likelihood function and thereby the sensitivity to infinitesimal changes to the parameter values. If the log-likelihood function is continuous over the parameter space, the score will vanish at a local maximum or minimum; this fact is used in maximum likelihood estimation to find the parameter values that maximize the likelihood function.

Since the score is a function of the observations, which are subject to sampling error, it lends itself to a test statistic known as score test in which the parameter is held at a particular value. Further, the ratio of two likelihood functions evaluated at two distinct parameter values can be understood as a definite integral of the score function.[2]

  1. ^ Informant in Encyclopaedia of Maths
  2. ^ Pickles, Andrew (1985). An Introduction to Likelihood Analysis. Norwich: W. H. Hutchins & Sons. pp. 24–29. ISBN 0-86094-190-6.