Linear Conditional Expectation for Discretized Distributions

Many statistical methods for continuous distributions assume a linear conditional expectation. Components of multivariate distributions are often measured on a discrete ordinal scale based on a discretization of an underlying continuous latent variable. The results in this paper show that common examples of discretized bivariate and trivariate distributions will have a linear conditional expectation. Examples and simulations are provided to illustrate the results.

MoreLess

Year of publication:	2004
Authors:	Tarpey, Thaddeus ; Sanders, Richard
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 31.2004, 3, p. 361-372
Publisher:	Taylor & Francis Journals
Subject:	Conditional expectation \| biserial/polyserial correlations \| elliptical distributions \| polychoric correlations \| tetrachoric correlations

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005495272