Linear Conditional Expectation for Discretized Distributions

Thaddeus Tarpey and Richard Sanders

Journal of Applied Statistics, 2004, vol. 31, issue 3, 361-372

Abstract: 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.

Keywords: Conditional expectation; biserial/polyserial correlations; elliptical distributions; polychoric correlations; tetrachoric correlations (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1080/0266476042000184064

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