Who Invented the Delta Method?

Abstract

Many statisticians and other scientists use what is commonly called the “delta method.” However, few people know who proposed it. The earliest article was found in an obscure journal, and the author is rarely cited for his contribution. This article briefly reviews three modern versions of the delta method and how they are used. Then, some history on the author and the journal of the first known article on the delta method is given. The original author’s specific contribution is reproduced, along with a discussion on possible reasons that it has been overlooked.