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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