Talk:Delta method

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WikiProject Mathematics (Rated Start-class, Low-importance)
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This article is within the scope of WikiProject Mathematics, a collaborative effort to improve the coverage of Mathematics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.
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 Field:  Probability and statistics


You do not need normality to use the delta method —Preceding unsigned comment added by 75.73.53.186 (talk) 01:28, 2 March 2011 (UTC)

Convergence in probability to [edit]

At the beginning of the proof, it says "..since ..". Where does this come from? — Preceding unsigned comment added by 128.40.213.241 (talk) 14:29, 5 November 2015‎

Someone commented on the variance of the log of a rv.[edit]

It does exist provided you are dealing with positive support . Now the average of will need n to be large enough for the density at 0 to become vanishingly small. Limit-theorem (talk) 20:57, 8 July 2015 (UTC)

Perhaps to avoid the subtleties of almost sure convergene, it is best to insert another example with C-infinity transformation on the real line. I can do so later. Limit-theorem (talk) 13:57, 15 July 2015 (UTC)
I was the one who added that comment. The support is not positive since a binomial random variable can be zero. Btyner (talk) 17:49, 23 August 2015 (UTC)
The example doesn't state that it is an approximation of the variance of a binomial, rather that it is an approximation of the variance of the limiting normal distribution whose variance does exist. I'd recommend removing the disclaimer. 2602:306:3844:5400:90C5:53FB:DA9D:CDDA (talk) 21:41, 20 April 2016 (UTC)
I went ahead and reworded it in this edit, and removed the disclaimer. Btyner (talk) 00:49, 28 April 2016 (UTC)