Ononot — Consider the Wald test for H0: \theta = \theta0. If \hat{\th

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Inferential Statisticshard

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Consider the Wald test for $H_0: \theta = \theta_0$ . If $\hat{\theta}$ is the MLE with variance $Var(\hat{\theta}) \approx [I(\hat{\theta})]^{-1}$ , the Wald statistic is $W = \frac{(\hat{\theta} - \theta_0)^2}{Var(\hat{\theta})}$ . What is its asymptotic distribution under $H_0$ ?