Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

1 results

  • Multivariate Normal Integrals and cOntingency Tables with Ordered Categories

  • Yuchung J. Wang
  • Journal:
    Psychometrika / Volume 62 / Issue 2 / June 1997
    Published online by Cambridge University Press:
    01 January 2025, pp. 267-284

  • A 1k-dimensional multivariate normal distribution is made discrete by partitioning the k-dimensional Euclidean space with rectangular grids. The collection of probability integrals over the partitioned cubes is a k-dimensional contingency table with ordered categories. It is shown that loglinear model with main effects plus two-way interactions provides an accurate approximation for the k-dimensional table. The complete multivariate normal integral table is computed via the iterative proportional fitting algorithm from bivariate normal integral tables. This approach imposes no restriction on the correlation matrix. Comparisons with other numerical integration algorithms are reported. The approximation suggests association models for discretized multivariate normal distributions and contingency tables with ordered categories.