Knowledge

Talk:Delta method

Source 📝

74: 53: 173: 163: 142: 22: 338: 1124:
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.
590: 518: 951: 598:
Also, more text about the practical implications of this example would be good. The relative risk thing at the end is a start, but what about the proportion itself? What is a concrete, real-world example?
472: 407: 124: 1126: 984: 229: 1040: 696: 850: 877: 260: 660: 1067: 1090:
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.
526: 1176: 114: 1191: 219: 1186: 1181: 1171: 478: 195: 90: 705: 1130: 627: 186: 147: 882: 81: 58: 412: 347: 33: 956: 994: 1106:
I was the one who added that comment. The support is not positive since a binomial random variable can be zero.
709: 21: 1095: 1078: 990: 631: 333:{\displaystyle {\displaystyle \log \left({\frac {X_{n}}{n}}\right)}\log \left({\frac {X_{n}}{n}}\right)} 39: 986: 172: 73: 52: 1007: 851:
0,P(|X_{n}-\theta |<\epsilon )=P({\sqrt {n}}|X_{n}-\theta |<{\sqrt {n}}\epsilon )\to 1}" /: -->
701: 668: 623: 716: 717:
0,P(|X_{n}-\theta |<\epsilon )=P({\sqrt {n}}|X_{n}-\theta |<{\sqrt {n}}\epsilon )\to 1}": -->
194:
on Knowledge. If you would like to participate, please visit the project page, where you can join
89:
on Knowledge. If you would like to participate, please visit the project page, where you can join
1091: 1074: 856: 606: 178: 162: 141: 845:
0,P(|X_{n}-\theta |<\epsilon )=P({\sqrt {n}}|X_{n}-\theta |<{\sqrt {n}}\epsilon )\to 1}
1148: 1111: 645: 1045: 585:{\displaystyle {\displaystyle {\frac {\hat {p}}{\hat {q}}}}{\frac {\hat {p}}{\hat {q}}}} 1165: 602: 523:
For example, how does this follow? "the logarithm of the estimated relative risk
1144: 1107: 191: 168: 86: 595:
I'm sure these are trivial to someone who can already see it, but I don't.
513:{\displaystyle {\displaystyle n\rightarrow \infty }n\rightarrow \infty ..} 1073:
to be large enough for the density at 0 to become vanishingly small.
1152: 1134: 1115: 1099: 1082: 635: 610: 466:{\displaystyle {\displaystyle \Pr \left({\frac {X_{n}}{n}}: --> 401:{\displaystyle {\displaystyle \Pr \left({\frac {X_{n}}{n}}: --> 257:
For example, how does this follow? "the asymptotic variance of
946:{\displaystyle {\sqrt {n}}(X_{n}-\theta )\to N(0,\sigma ^{2})} 15: 1004:
It does exist provided you are dealing with positive support
641: 1140: 1048: 1010: 1000:
Someone commented on the variance of the log of a rv.
959: 885: 859: 720: 671: 648: 531: 529: 483: 481: 418: 416: 353: 351: 265: 263: 190:, a collaborative effort to improve the coverage of 85:, a collaborative effort to improve the coverage of 620:You do not need normality to use the delta method 254:I could use more comments in the binomial example. 1061: 1034: 978: 945: 871: 843: 690: 654: 584: 512: 465: 400: 332: 665:At the beginning of the proof, it says "..since 419: 354: 343:For example, how does this follow? "since p: --> 979:{\displaystyle {\sqrt {n}}\epsilon \to \infty } 8: 19: 699: 136: 47: 1053: 1047: 1009: 960: 958: 934: 900: 886: 884: 858: 822: 814: 802: 793: 786: 763: 751: 742: 719: 676: 670: 647: 570: 560: 558: 544: 534: 532: 530: 528: 482: 480: 433: 427: 417: 415: 368: 362: 352: 350: 315: 309: 282: 276: 264: 262: 138: 49: 1127:2602:306:3844:5400:90C5:53FB:DA9D:CDDA 1139:I went ahead and reworded it in this 844:{\displaystyle \forall \epsilon : --> 592:has asymptotic variance equal to .." 250:more comments in the binomial example 7: 184:This article is within the scope of 79:This article is within the scope of 38:It is of interest to the following 1177:Low-importance Statistics articles 1026: 973: 866: 721: 501: 490: 14: 1192:Low-priority mathematics articles 204:Knowledge:WikiProject Mathematics 1187:Start-Class mathematics articles 1035:{\displaystyle X\in (0,\infty )} 698:..". Where does this come from? 691:{\displaystyle X_{n}\to \theta } 207:Template:WikiProject Mathematics 171: 161: 140: 99:Knowledge:WikiProject Statistics 72: 51: 20: 1182:WikiProject Statistics articles 1172:Start-Class Statistics articles 473:0\right)\rightarrow 1}}" /: --> 408:0\right)\rightarrow 1}}" /: --> 340:does exist and is equal to .." 224:This article has been rated as 119:This article has been rated as 102:Template:WikiProject Statistics 1143:, and removed the disclaimer. 1029: 1017: 970: 940: 921: 915: 912: 893: 863: 835: 832: 815: 794: 783: 774: 764: 743: 739: 682: 642:Convergence in probability to 575: 565: 549: 539: 498: 487: 455: 390: 1: 611:16:48, 21 December 2018 (UTC) 413:0\right)\rightarrow 1}}": --> 348:0\right)\rightarrow 1}}": --> 198:and see a list of open tasks. 93:and see a list of open tasks. 872:{\displaystyle n\to \infty } 1116:17:49, 23 August 2015 (UTC) 1208: 1153:00:49, 28 April 2016 (UTC) 1135:21:41, 20 April 2016 (UTC) 995:20:08, 5 August 2020 (UTC) 712:) 14:29, 5 November 2015‎ 1100:13:57, 15 July 2015 (UTC) 636:01:28, 2 March 2011 (UTC) 223: 156: 118: 67: 46: 1083:20:57, 8 July 2015 (UTC) 230:project's priority scale 655:{\displaystyle \theta } 467:0\right)\rightarrow 1}} 402:0\right)\rightarrow 1}} 187:WikiProject Mathematics 1063: 1036: 980: 947: 873: 846: 692: 656: 586: 514: 468: 403: 334: 82:WikiProject Statistics 28:This article is rated 1064: 1062:{\displaystyle X_{n}} 1042:. Now the average of 1037: 981: 948: 874: 847: 693: 657: 587: 515: 469: 404: 335: 1046: 1008: 957: 883: 857: 718: 669: 646: 527: 479: 414: 349: 261: 210:mathematics articles 105:Statistics articles 1059: 1032: 976: 943: 869: 841: 688: 652: 582: 556: 510: 493: 463: 461: 398: 396: 330: 297: 179:Mathematics portal 34:content assessment 965: 891: 827: 791: 713: 704:comment added by 626:comment added by 580: 578: 568: 554: 552: 542: 442: 377: 324: 291: 244: 243: 240: 239: 236: 235: 135: 134: 131: 130: 1199: 1068: 1066: 1065: 1060: 1058: 1057: 1041: 1039: 1038: 1033: 985: 983: 982: 977: 966: 961: 952: 950: 949: 944: 939: 938: 905: 904: 892: 887: 878: 876: 875: 870: 852: 849: 848: 842: 828: 823: 818: 807: 806: 797: 792: 787: 767: 756: 755: 746: 697: 695: 694: 689: 681: 680: 661: 659: 658: 653: 638: 591: 589: 588: 583: 581: 579: 571: 569: 561: 559: 557: 555: 553: 545: 543: 535: 533: 519: 517: 516: 511: 494: 474: 471: 470: 464: 462: 454: 450: 443: 438: 437: 428: 409: 406: 405: 399: 397: 389: 385: 378: 373: 372: 363: 339: 337: 336: 331: 329: 325: 320: 319: 310: 298: 296: 292: 287: 286: 277: 212: 211: 208: 205: 202: 181: 176: 175: 165: 158: 157: 152: 144: 137: 125:importance scale 107: 106: 103: 100: 97: 76: 69: 68: 63: 55: 48: 31: 25: 24: 16: 1207: 1206: 1202: 1201: 1200: 1198: 1197: 1196: 1162: 1161: 1049: 1044: 1043: 1006: 1005: 1002: 955: 954: 930: 896: 881: 880: 855: 854: 798: 747: 715: 714: 672: 667: 666: 663: 644: 643: 621: 618: 525: 524: 477: 476: 429: 426: 422: 411: 410: 364: 361: 357: 346: 345: 311: 305: 278: 272: 259: 258: 252: 209: 206: 203: 200: 199: 177: 170: 150: 104: 101: 98: 95: 94: 61: 32:on Knowledge's 29: 12: 11: 5: 1205: 1203: 1195: 1194: 1189: 1184: 1179: 1174: 1164: 1163: 1160: 1159: 1158: 1157: 1156: 1155: 1119: 1118: 1104: 1103: 1102: 1056: 1052: 1031: 1028: 1025: 1022: 1019: 1016: 1013: 1001: 998: 975: 972: 969: 964: 942: 937: 933: 929: 926: 923: 920: 917: 914: 911: 908: 903: 899: 895: 890: 868: 865: 862: 840: 837: 834: 831: 826: 821: 817: 813: 810: 805: 801: 796: 790: 785: 782: 779: 776: 773: 770: 766: 762: 759: 754: 750: 745: 741: 738: 735: 732: 729: 726: 723: 706:128.40.213.241 687: 684: 679: 675: 662: 651: 640: 617: 614: 577: 574: 567: 564: 551: 548: 541: 538: 509: 506: 503: 500: 497: 492: 489: 486: 460: 457: 453: 449: 446: 441: 436: 432: 425: 421: 395: 392: 388: 384: 381: 376: 371: 367: 360: 356: 328: 323: 318: 314: 308: 304: 301: 295: 290: 285: 281: 275: 271: 268: 251: 248: 246: 242: 241: 238: 237: 234: 233: 222: 216: 215: 213: 196:the discussion 183: 182: 166: 154: 153: 145: 133: 132: 129: 128: 121:Low-importance 117: 111: 110: 108: 91:the discussion 77: 65: 64: 62:Low‑importance 56: 44: 43: 37: 26: 13: 10: 9: 6: 4: 3: 2: 1204: 1193: 1190: 1188: 1185: 1183: 1180: 1178: 1175: 1173: 1170: 1169: 1167: 1154: 1150: 1146: 1142: 1138: 1137: 1136: 1132: 1128: 1123: 1122: 1121: 1120: 1117: 1113: 1109: 1105: 1101: 1097: 1093: 1092:Limit-theorem 1089: 1088: 1087: 1086: 1085: 1084: 1080: 1076: 1075:Limit-theorem 1072: 1054: 1050: 1023: 1020: 1014: 1011: 999: 997: 996: 992: 988: 967: 962: 935: 931: 927: 924: 918: 909: 906: 901: 897: 888: 860: 838: 829: 824: 819: 811: 808: 803: 799: 788: 780: 777: 771: 768: 760: 757: 752: 748: 736: 733: 730: 727: 724: 711: 707: 703: 685: 677: 673: 649: 639: 637: 633: 629: 625: 615: 613: 612: 608: 604: 600: 596: 593: 572: 562: 546: 536: 521: 507: 504: 495: 484: 458: 451: 447: 444: 439: 434: 430: 423: 393: 386: 382: 379: 374: 369: 365: 358: 341: 326: 321: 316: 312: 306: 302: 299: 293: 288: 283: 279: 273: 269: 266: 255: 249: 247: 231: 227: 221: 218: 217: 214: 197: 193: 189: 188: 180: 174: 169: 167: 164: 160: 159: 155: 149: 146: 143: 139: 126: 122: 116: 113: 112: 109: 92: 88: 84: 83: 78: 75: 71: 70: 66: 60: 57: 54: 50: 45: 41: 35: 27: 23: 18: 17: 1070: 1003: 987:Vinzklorthos 700:— Preceding 664: 628:75.73.53.186 619: 601: 597: 594: 522: 342: 256: 253: 245: 226:Low-priority 225: 185: 151:Low‑priority 120: 80: 40:WikiProjects 622:—Preceding 201:Mathematics 192:mathematics 148:Mathematics 30:Start-class 1166:Categories 1069:will need 96:Statistics 87:statistics 59:Statistics 616:normality 702:unsigned 624:unsigned 603:dfrankow 228:on the 123:on the 1145:Btyner 1108:Btyner 879:since 36:scale. 728:: --> 445:: --> 380:: --> 1149:talk 1141:edit 1131:talk 1112:talk 1096:talk 1079:talk 991:talk 953:and 820:< 769:< 710:talk 632:talk 607:talk 853:as 475:as 344:0, 300:log 267:log 220:Low 115:Low 1168:: 1151:) 1133:) 1114:) 1098:) 1081:) 1027:∞ 1015:∈ 993:) 974:∞ 971:→ 968:ϵ 932:σ 916:→ 910:θ 907:− 867:∞ 864:→ 836:→ 830:ϵ 812:θ 809:− 772:ϵ 761:θ 758:− 725:ϵ 722:∀ 686:θ 683:→ 650:θ 634:) 609:) 576:^ 566:^ 550:^ 540:^ 520:" 502:∞ 499:→ 491:∞ 488:→ 456:→ 420:Pr 391:→ 355:Pr 303:⁡ 270:⁡ 1147:( 1129:( 1110:( 1094:( 1077:( 1071:n 1055:n 1051:X 1030:) 1024:, 1021:0 1018:( 1012:X 989:( 963:n 941:) 936:2 928:, 925:0 922:( 919:N 913:) 902:n 898:X 894:( 889:n 861:n 839:1 833:) 825:n 816:| 804:n 800:X 795:| 789:n 784:( 781:P 778:= 775:) 765:| 753:n 749:X 744:| 740:( 737:P 734:, 731:0 708:( 678:n 674:X 630:( 605:( 573:q 563:p 547:q 537:p 508:. 505:. 496:n 485:n 459:1 452:) 448:0 440:n 435:n 431:X 424:( 394:1 387:) 383:0 375:n 370:n 366:X 359:( 327:) 322:n 317:n 313:X 307:( 294:) 289:n 284:n 280:X 274:( 232:. 127:. 42::

Index


content assessment
WikiProjects
WikiProject icon
Statistics
WikiProject icon
WikiProject Statistics
statistics
the discussion
Low
importance scale
WikiProject icon
Mathematics
WikiProject icon
icon
Mathematics portal
WikiProject Mathematics
mathematics
the discussion
Low
project's priority scale
dfrankow
talk
16:48, 21 December 2018 (UTC)
unsigned
75.73.53.186
talk
01:28, 2 March 2011 (UTC)
unsigned
128.40.213.241

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.