On Method of Statistical Differentials
نویسنده
چکیده
The method of statistical differentials, which approximates the mean value 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. AMS SUBJECT CLASSIFICATION (2000): 40A05, 41A10, 41A25, 60A99
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