Abstract
Approximate expressions of more or less simple analytical form are derived for the conditional mean and variance over small intervals of a distribution having a probability density of somewhat restricted nature. An alternative formula for the mean is derived. This result is applied to an extremal problem in stratified sampling.
Citation
Gunnar Ekman. "Approximate Expressions for the Conditional Mean and Variance Over Small Intervals of a Continuous Distribution." Ann. Math. Statist. 30 (4) 1131 - 1134, December, 1959. https://doi.org/10.1214/aoms/1177706096
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