A Note on the Delta Method

Authors
Oehlert, Gary W.
Citation
W. Oehlert, Gary, A Note on the Delta Method, American statistician , 46(1), 1992, pp. 27-29
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
46
Issue
1
Year of publication
1992
Pages
27 - 29
Database
ACNP
SICI code
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.