A Note on the Delta Method
- 1 February 1992
- journal article
- Published by Taylor & Francis Ltd in The American Statistician
- Vol. 46 (1), 27-29
- https://doi.org/10.1080/00031305.1992.10475842
Abstract
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.Keywords
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