Results 1 to 3 of 3

Math Help - Slutsky or Delta Method

  1. #1
    Newbie
    Joined
    Feb 2010
    Posts
    5

    Slutsky or Delta Method

    When trying to show which one to apply, how do we know which one we should use? What does one specifically look for?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Moo
    Moo is offline
    A Cute Angle Moo's Avatar
    Joined
    Mar 2008
    From
    P(I'm here)=1/3, P(I'm there)=t+1/3
    Posts
    5,618
    Thanks
    6
    Hello,

    Delta method uses the CLT, so you'll necessarily have a convergence to a normal distribution. Slustky is for a convergence in distribution, more general.

    If you're given a rv that converges to a constant, then you'd have to think of Slutsky.
    For the delta method, it's often used for estimators of parameters...


    You can have a look at the wikipedia for more information
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Feb 2010
    Posts
    5

    Thank you!

    Thank you for giving me some insight! I seem to have been really doing this a lot with convergence techniques and feel that I have some better direction on where to go next. Thanks again!
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Prove a limit using the delta epsilon method
    Posted in the Calculus Forum
    Replies: 3
    Last Post: March 4th 2011, 10:32 AM
  2. Replies: 6
    Last Post: July 26th 2010, 02:27 PM
  3. The Delta Method
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: October 28th 2009, 10:05 AM
  4. Replies: 0
    Last Post: October 27th 2009, 07:06 AM
  5. Explanation of delta method?
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: September 29th 2008, 06:35 PM

Search Tags


/mathhelpforum @mathhelpforum