A Simple Method for Approximating the Variance of a Complicated Estimate

作者: Ralph S. Woodruff

DOI: 10.1080/01621459.1971.10482279

关键词: MathematicsTaylor seriesExpression (mathematics)Simple (abstract algebra)Random variableMathematical optimizationType (model theory)Applied mathematicsLinear formSample (statistics)Variance (accounting)

摘要: Abstract A method often used for computing the variance of a complicated sample estimate is to first apply Taylor approximation reduce non-linear forms variables linear form. This article shows useful results which can be obtained by merely reversing order between selection units and component in this expression. The completely general (assuming that samples are large enough justify using approximation) involving no restrictions on (a) form estimate, (b) number random involved (c) type, complexity or designs estimate.

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