Wald Test

Definition

the Wald test Statistic for the hypothesis $H_0:\theta ={\theta }_0,H_1:\theta \ne {\theta }_0$ is given by ${\chi }_W^2={\left(\sqrt{nI(\hat{\theta })}(\hat{\theta }-{\theta }_0)\right)}^2\stackrel{D}{\to }{\chi }^2(1)$