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Delta Method I

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Dec 31, 2021
17:38

In this video, we 1) Discuss estimating a complex parameter that is a smooth transformation of a simpler parameter (which can be estimated by an asymptotically linear estimator [ALE]) 2) We show that by applying that smooth transformation to our original ALE, we obtain a new asymptotically linear estimator for the more complex parameter 3) We give several examples, which include showing that the sample SD is an ALE of the population SD

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Delta Method I | NatokHD