期刊论文详细信息
| JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 卷:276 |
| Reconstruction of conditional expectations from product moments with applications | |
| Article | |
| Hagwood, Charles | |
| 关键词: Moment problem; Characterization; Conditional expectation; Vandermonde; Product moments; | |
| DOI : 10.1016/j.cam.2014.08.018 | |
| 来源: Elsevier | |
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【 摘 要 】
In this paper, it is shown under conditions associated with the moment problem that a sequence of product moments uniquely determines a conditional expectation of two random variables. Then, a numerical procedure is derived to reconstruct a conditional expectation in terms of a sequence of its product moments. Published by Elsevier B.V.
【 授权许可】
Free
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| 10_1016_j_cam_2014_08_018.pdf | 441KB |  download |
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