A Note on the Delta Method

作者：Gary W. Oehlert · 发表于：The American Statistician · 年份：1992 · DOI：10.1080/00031305.1992.10475842 · 被引用次数：1303 · 研究领域：Gaussian Processes and Bayesian Inference

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.