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arXiv:math/0403053 [math.PR]AbstractReferencesReviewsResources

On Method of Statistical Differentials

Rohitha Goonatilake

Published 2004-03-02, updated 2004-07-09Version 2

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.

Comments: 11 pages
Categories: math.PR, math.FA
Subjects: 60F05
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