A note on the delta method

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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.

Original languageEnglish (US)
Pages (from-to)27-29
Number of pages3
JournalAmerican Statistician
Volume46
Issue number1
DOIs
StatePublished - Feb 1992

Keywords

  • Approximate moments
  • Asymptotic approximation
  • Taylor series

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