Search results with tag "Taylor approximation and the delta method"

Taylor Approximation and the Delta Method - Rice …

2.2 Delta Method: A Generalized CLT Theorem: Let Y n be a sequence of random variables that satis es p n(Y n ) !N(0;˙2) in distribution. For a given function and a speci c value of , suppose that g0( ) exists and is not 0. Then, p n(g(Y

  Methods, Rice, Delta, Taylor, Approximation, Taylor approximation and the delta method