Delta method: Probability distribution, Estimator, Variance, Central limit theorem, Convergence of random variables, Mean value theorem, Taylor series - Softcover

 
9786132649317: Delta method: Probability distribution, Estimator, Variance, Central limit theorem, Convergence of random variables, Mean value theorem, Taylor series

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the delta method is a method for deriving an approximate probability distribution for a function of an asymptotically normal statistical estimator from knowledge of the limiting variance of that estimator. More broadly, the delta method may be considered a fairly general central limit theorem.

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Reseña del editor

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the delta method is a method for deriving an approximate probability distribution for a function of an asymptotically normal statistical estimator from knowledge of the limiting variance of that estimator. More broadly, the delta method may be considered a fairly general central limit theorem.

"About this title" may belong to another edition of this title.