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The Delta method uses truncated Lagrange expansions of statistics to obtain approximations to their distributions. In this paper, we consider statistics Y = g(μ + X), where X is any random vector.We obtain domains D such that, when μ ∈ D, we may apply the distribution derived from the Delta method. Namely, we will consider an application on the normal case to illustrate our approach.
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Delta method Asymptotic linear functions Linear and quadratic forms Polynomials Normal distributions