On Method of Statistical Differentials
Probability
2007-05-23 v2 Functional Analysis
Abstract
The method of statistical differentials, which approximates the mean and variance of transformations of random variables is used in many areas of mathematics. This paper will discuss the conditions under which such an approximation will be exact, and also explore their accuracy in terms of error bounds under certain moment conditions.
Cite
@article{arxiv.math/0403053,
title = {On Method of Statistical Differentials},
author = {Rohitha Goonatilake},
journal= {arXiv preprint arXiv:math/0403053},
year = {2007}
}
Comments
11 pages