Linear Conditional Expectation for Discretized DistributionsJournal of Applied Statistics
AbstractMany 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.
Citation InformationThaddeus Tarpey and Richard D. Sanders. "Linear Conditional Expectation for Discretized Distributions" Journal of Applied Statistics Vol. 31 Iss. 3 (2004) p. 361 - 372 ISSN: 0266-4763
Available at: http://works.bepress.com/thaddeus_tarpey/18/