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Department of Statistics Research Seminar

A Review of the Delta Method, an Extension of Exact Variance of Products, and Their Use in Estimating Seal Abundance in the Bering Sea.

Wednesday, April 17, 2013 3:55 PM - 5:00 PM

Jay Ver Hoef, National Marine Mammal Lab, NOAA Fisheries Alaska Science Center, Fairbanks, Alaska, USA

The delta method and the exact variance of a product are two classical results in statistics concerned with functions of random variables.

The delta method is an approximation of a variance, a bias correction, and a limiting distribution, and I review these three main uses. Despite its popularity, few people know who invented the delta method, and I explore its history.

The exact variance of a product is also useful, and I extend it to the case of a Hadamard (direct) product of two vectors. I also discuss a little of its history.

Finally, I show how both the delta method and the exact variance of products were instrumental in developing a survey data model that was used in a larger spatial hierarchical model for estimating seal abundance in the Bering Sea.


Milam Hall (campus map)
019
Free
Judith Burks
1 541 737 33611
judy.burks at oregonstate.edu
College of Science, Statistics Department
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