首页   按字顺浏览 期刊浏览 卷期浏览 A Delta Method for Implicitly Defined Random Variables
A Delta Method for Implicitly Defined Random Variables

 

作者: Jacques Benichou,   MitchellH. Gail,  

 

期刊: The American Statistician  (Taylor Available online 1989)
卷期: Volume 43, issue 1  

页码: 41-44

 

ISSN:0003-1305

 

年代: 1989

 

DOI:10.1080/00031305.1989.10475608

 

出版商: Taylor & Francis Group

 

关键词: Asymptotic methods;Asymptotic normality;Attributable risk;Implicit function;Taylor series variance calculations

 

数据来源: Taylor

 

摘要:

If random variables in one set are defined as explicit functions of random variables in a second set, Taylor series expansion (the delta method) may be used to prove the asymptotic normality of the first set of variates, under appropriate conditions, and to develop needed covariance estimates. Similar results are obtained for a set of random variables that are defined implicitly as functions of a second set of variables. This approach is used to calculate the variance of the attributable risk from case-control data.

 

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