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On Method of Statistical Differentials

Rohitha Goonatilake
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Abstract

The method of statistical differentials, which approximates the mean and variance of transformations of random variables is used in many areas of mathematics. This paper will discuss the conditions under which such an approximation will be exact, and also explore their accuracy in terms of error bounds under certain moment conditions.

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Rohitha Goonatilake. 2004-07-09. On Method of Statistical Differentials. https://arxiv.org/abs/math/0403053

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