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Inferential Statisticshard
0:00.0

Which condition is necessary for the Wald test statistic W=(θ^−θ0)T[I(θ^)](θ^−θ0)W = (\hat{\theta} - \theta_0)^T [\mathcal{I}(\hat{\theta})](\hat{\theta} - \theta_0) to converge to a χp2\chi^2_p distribution?