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A Note on the Delta Method
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1992
Year
Numerical AnalysisLarge DeviationsDelta-method Approximate MomentsEngineeringPerturbation MethodApproximation MethodStochastic AnalysisProbability TheoryDelta MethodNumerical TreatmentMathematical StatisticApproximation TheoryStatisticsIntuitive Technique
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. Key Words: Approximate momentsAsymptotic approximationTaylor series
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