| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4638790 | Journal of Computational and Applied Mathematics | 2015 | 14 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Charles Hagwood,