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A Note on the Delta Method

 

作者: GaryW. Oehlert,  

 

期刊: The American Statistician  (Taylor Available online 1992)
卷期: Volume 46, issue 1  

页码: 27-29

 

ISSN:0003-1305

 

年代: 1992

 

DOI:10.1080/00031305.1992.10475842

 

出版商: Taylor & Francis Group

 

关键词: Approximate moments;Asymptotic approximation;Taylor series

 

数据来源: Taylor

 

摘要:

The delta method is an intuitive technique for approximating the moments of functions of random variables. This note reviews the delta method and conditions under which delta-method approximate moments are accurate.

 

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