On Method of Statistical Differentials

Details On Method of Statistical Differentials On Method of Statistical Differentials

2004-03-02

arxiv.org/abs/math/0403053v2

Mathematics

Probability

11 pages

Scientific paper

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.

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