Editing Variance (section)

===Arbitrary functions===
{{main|Uncertainty propagation}}

The [[delta method]] uses second-order [[Taylor expansion]]s to approximate the variance of a function of one or more random variables: see [[Taylor expansions for the moments of functions of random variables]]. For example, the approximate variance of a function of one variable is given by

<math display="block">\operatorname{Var}\left[f(X)\right] \approx \left(f'(\operatorname{E}\left[X\right])\right)^2\operatorname{Var}\left[X\right]</math>

provided that ''f'' is twice differentiable and that the mean and variance of ''X'' are finite.