Re: Delta Method Question
- From: "cody" <dorpus@xxxxxxxxxxx>
- Date: 25 Dec 2006 09:59:57 -0800
cody のメッセージ:
sqrt(n)[g(X) - g(a)] -> N(0, g'(a) * sigma-sq)
Ack, I meant g'(a)**2 * sigma-sq, thanks.
.
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