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Polynomial Interpolation of Normal Conditional Expectation

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  • Anis Rezgui

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.

Suggested Citation

  • Anis Rezgui, 2019. "Polynomial Interpolation of Normal Conditional Expectation," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(3), pages 1-75, November.
    • Handle: RePEc:ibn:ijspjl:v:8:y:2019:i:3:p:75
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    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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