A Note on the Delta Method

1992/02/01 by Gary W. Oehlert · 54 citations
Computer Science · #Gaussian Processes and Bayesian Inference

paper · doi:10.1080/00031305.1992.10475842

Abstract

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.

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