Polynomial Interpolation of Normal Conditional Expectation

Anis Rezgui

International Journal of Statistics and Probability, 2019, vol. 8, issue 3, 75

Abstract: 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.

Date: 2019
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