Application domains for the Delta method |
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| Authors: | Célia Nunes Manuela M. Oliveira João T. Mexia |
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| Affiliation: | 1. Department of Mathematics and Center of Mathematics , University of Beira Interior , Covilh? , Portugal celian@ubi.pt;3. Department of Mathematics and CIMA - Center for Research on Mathematics and its Applications , University of évora , Portugal;4. Department of Mathematics and CMA - Center of Mathematics and its Applications, Faculty of Science and Technology , New University of Lisbon , Portugal |
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| Abstract: | 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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| Keywords: | Delta method asymptotic linear functions linear and quadratic forms polynomials normal distributions |
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