I came to know from somewhere that there is a technique called delta method which can be used to approximate the distribution of a function of a random variable using the distribution of the random variable itself and the first two moments of the function. It is often used in situations where the distribution of the function is difficult to derive directly, but the distribution of the random variable is known.Could someone kindly refer me to some links\books wherein this method is discussed.i would be highly obliged for any help

I came to know from somewhere that there is a technique called delta method which can be used to approximate the distribution of a function of a random variable using the distribution of the random variable itself and the first two moments of the function. It is often used in situations where the distribution of the function is difficult to derive directly, but the distribution of the random variable is known. Can someone kindly refer me to some links\books wherein this method is discussed?