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→Delta Method
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==Delta Method== | ==Delta Method== | ||
{{main | Wikipedia:Delta method}} | |||
Suppose <math>\sqrt{n}(X_n - \theta) \xrightarrow{D} N(0, \sigma^2)</math>.<br> | Suppose <math>\sqrt{n}(X_n - \theta) \xrightarrow{D} N(0, \sigma^2)</math>.<br> | ||
Let <math>g</math> be a function such that <math>g'</math> exists and <math>g'(\theta) \neq 0</math><br> | Let <math>g</math> be a function such that <math>g'</math> exists and <math>g'(\theta) \neq 0</math><br> | ||