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Math Help - Where does "The Delta Method" get its name?

  1. #1
    Guy
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    Where does "The Delta Method" get its name?

    See thread title. Not really a substance question, but I've never seen anyone give the history of the name. I've never even seen a statement or proof of the theorem that contains a delta anywhere.

    Inspired by the fact that I'm doing Survival Analysis homework, and have used the Delta Method approximately 1 million times today.
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by Guy View Post
    See thread title. Not really a substance question, but I've never seen anyone give the history of the name. I've never even seen a statement or proof of the theorem that contains a delta anywhere.

    Inspired by the fact that I'm doing Survival Analysis homework, and have used the Delta Method approximately 1 million times today.
    [guessing]
    I suspect the name comes from a related approximation for the variance of a function of a RV. The version of this in Dennis Lindley's book on Baysian Statistics IIRC uses a delta at the relevant point.
    [/guessing]

    CB
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    Moo
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    Hello,

    The proof of the Delta method uses the ratio between two differences which tends to the derivate number. And Delta often refers (in physics at least) to differences. So that's why...
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