One of the three tests of restrictions (along with the Lagrange multiplier test and the likelihood ratio test) on an unknown parameter, or a vector of unknown parameters, θ‎, based on the maximum likelihood estimation of θ‎. The test statistic is a quadratic form involving the restriction vector and the covariance matrix of the parameter vector, evaluated at θ‎^{^U}, the unrestricted maximum likelihood estimator of θ‎. Under the null hypothesis it has an asymptotically chi-square distribution with the number of degrees of freedom equal to the number of restrictions.