Taylor expansion of random variable

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#168

From: jtrsmith
Date: Thu, 06 Aug 1992 18:53

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Hi,
In calculus, there is well-know Taylor expansion:

    f(x)=f(x0) + df/dx* (x-x0)+.....
My question is, do we have a similar expression for a random variable?
some kind of expansion at certain value (For example at its mean value).

Any relevant comments are welcome.
(please reply to this account if possible.)

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Path: arc1-ca.pugleaf.net!sparky!uunet!cs.utexas.edu!sun-barr!ames!agate!garnet.berkeley.edu!jtrsmith
From: jtrsmith@garnet.berkeley.edu ()
Newsgroups: sci.math.stat
Subject: Taylor expansion of random variable
Date: 6 Aug 1992 18:53:53 GMT
Organization: University of California, Berkeley
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