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 language | English (US) |
|---|---|
| Pages (from-to) | 27-29 |
| Number of pages | 3 |
| Journal | American Statistician |
| Volume | 46 |
| Issue number | 1 |
| DOIs | |
| State | Published - Feb 1992 |
Keywords
- Approximate moments
- Asymptotic approximation
- Taylor series