Polynomial Interpolation of Normal Conditional Expectation

  •  Anis Rezgui    


In this paper we are interested in approximating the conditional expectation of a given random variable X with respect to the standard normal distribution N(0, 1). Actually we have shown that the conditional expectation E(X|Z) could be interpolated by an N degree polynomial function of Z, φN(Z) where N is the number of observations recorded for the conditional expectation E(X|Z = z). A pointwise error estimation has been proved under reasonable condition on the random variable X.

This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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