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The Approximate Variance of a Function of Random Variables
Author(s) -
Tiwari H.K.,
Elston R.C.
Publication year - 1999
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/(sici)1521-4036(199906)41:3<351::aid-bimj351>3.0.co;2-u
Subject(s) - taylor series , mathematics , variance (accounting) , degree (music) , variance function , series (stratigraphy) , random variable , statistics , function (biology) , econometrics , mathematical analysis , regression analysis , physics , biology , paleontology , accounting , evolutionary biology , acoustics , business
In this communication we approximate the variance of a function of random variables by using a second degree Taylor series expansion, and demonstrate the increased accuracy this second degree approximation gives over the usual Delta method by using some examples from genetics.