Delta method for transformed estimators
If √n(θ̂−θ) converges in distribution to N(0,v) and g is differentiable at θ with g′(θ)≠0, then √n(g(θ̂)−g(θ)) converges to N(0,[g′(θ)]²v).
Key knowledge
If √n(θ̂−θ) converges in distribution to N(0,v) and g is differentiable at θ with g′(θ)≠0, then √n(g(θ̂)−g(θ)) converges to N(0,[g′(θ)]²v). This transfers a declared asymptotic variance through a smooth transformation.
Conditions and scope
- This is a large-sample result, not an exact finite-sample error bound.
- If the derivative vanishes, a different scaling or higher-order method may be needed.
Sources · 1
References
Sources retain their recorded scope. A source link alone does not establish verification of every statement.
Evidence and review
Theorem 17.3 and Taylor proof sketch.
2026-10-10 · Independent AI editorial review: All241 compact claims, hypotheses, displayed equations/conventions and all596 origin semantic links read; entire241-entry author exact-source inspection matrix and declared limitations reviewed. Prior105 actual inherited Mathematics/Information records read for whole-inventory breadth. Targeted independent primary sections are listed below; this does NOT claim every cited source body or every proof was independently re-read. This is AI reference-content review, not human disciplinary certification, exhaustive textbook reproduction or experimental replication. Receipt: mathematics-information-independent-content-review.1.
Entry details
Permanent link to this entry ↗- Record identity
- math-delta-method
- Revision
- university-core.1
- Structured reference record
- University core expansion