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Abstract(s)
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.
Description
Keywords
Delta method Asymptotic linear functions Linear and quadratic forms Polynomials Normal distributions