Application domains for the Delta method

Abstract

The Delta method uses truncated Lagrange expansions of statistics to obtain approximations to their distributions. In this paper, we consider statistics Y = g(μ + X), where X is any random vector.We obtain domainsD such that, when μ ∈ D, we may apply the distribution derived from the Delta method. Namely,we will consider an application on the normal case to illustrate our approach.