Distribution of Wald test

161 Views Asked by At

My teacher said, about testing significance of coefficient, that the Wald test has an inverse normal distribution, that is to verify the null hypothesis that the coefficient $\beta_j=0 $ vs the alternative hypothesis $ \beta_j \ne 0$ we can use the Wald statistic:

$$\dfrac{\bar{\beta_j}}{\bar{SE(\bar{\beta_j})}} \sim AN(0,1)$$

but i can't understand why everywhere on the web says that it has only Normal distribution. Are they equivalent?