Linear Conditional Expectation for Discretized Distributions

Document Type

Article

Publication Date

2004

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.

DOI

10.1080/0266476042000184064


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