Delta method
Method in statistics
In statistics, the delta method is a method of deriving the asymptotic distribution of a random variable. It is applicable when the random variable being considered can be defined as a differentiable function of a random variable which is asymptotically Gaussian.
Nº Q1132714 ★★
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Delta method
Method in statistics
In statistics, the delta method is a method of deriving the asymptotic distribution of a random variable. It is applicable when the random variable being considered can be defined as a differentiable function of a random variable which is asymptotically Gaussian.
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From Wikipedia
In statistics, the delta method is a method of deriving the asymptotic distribution of a random variable. It is applicable when the random variable being considered can be defined as a differentiable function of a random variable which is asymptotically Gaussian. More generally, the delta method applies to Hadamard directionally differentiable functionals of stochastic processes that converge to a limiting process.
Text: Wikipédia, CC BY-SA 4.0. ·
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