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Delta method : ウィキペディア英語版
Delta method

In statistics, the delta method is a result concerning the approximate probability distribution for a function of an asymptotically normal statistical estimator from knowledge of the limiting variance of that estimator.
==Univariate delta method==
While the delta method generalizes easily to a multivariate setting, careful motivation of the technique is more easily demonstrated in univariate terms. Roughly, if there is a sequence of random variables satisfying

:\,\mathcal(0,\sigma^2)},
where ''θ'' and ''σ''2 are finite valued constants and \xrightarrow denotes convergence in distribution, then
:\,\mathcal(0,\sigma^2()^2)}
for any function ''g'' satisfying the property that exists, is non-zero valued, and is polynomially bounded with the random variable.〔Oehlert, G. W. (1992). A note on the delta method. The American Statistician, 46(1), 27-29.〕

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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