In the multiple parameter case, this distribution is the limit of a statistic that sandwiches an “I inverse” term between two “theta-hat minus theta-zero” terms called the Wald statistic. In a theorem (-5[1])about convergence to this distribution, one parameter equals the difference in dimension between the full parameter space and the space associated with the null hypothesis. Twice the log-likelihood ratio converges to this distribution by Wilks’ theorem. The formula (10[1])“rows minus one times columns minus one” gives the value (10[1])of a parameter (10[1])when computing a test statistic converging to this distribution, (10[1])which sums values of “observed minus expected squared, all over expected” (10[1])for each entry in a contingency table. For 10 points, what distribution names a large-sample hypothesis test for goodness-of-fit or (10[1])independence? ■END■