Timeline for Taylor approximation of a function of a random variable
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 17, 2011 at 13:49 | comment | added | Mark Meckes | The usual error estimates for Taylor expansions let you estimate the error in terms of the sup of $g'''$ and the third absolute moment of $X$. Is this adequate for your purpose? | |
| Aug 17, 2011 at 12:47 | comment | added | madison54 | including the quadratic term | |
| Aug 17, 2011 at 2:51 | comment | added | user5810 | "up to second order" including or excluding the quadratic term? | |
| Aug 16, 2011 at 22:35 | comment | added | Steve Huntsman | en.wikipedia.org/wiki/Cumulant#Some_properties_of_cumulants | |
| Aug 16, 2011 at 21:36 | history | asked | madison54 | CC BY-SA 3.0 |