Nonparametric moment estimation with an index function
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Hello,
I try to estimate the mean of the random variable t conditional on t being in a certain category, denoted S_j. The expected value of t also depends on an observable index value, denoted x. How can I compute the expected value of t for a given x and a given category S_j? Mathematically, I try to compute:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/271333/image.png)
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