AN ASSOCIATION MODEL FOR TRIVARIATE CONTINGENCY TABLES AND THE UNDERLYING TRIVARIATE NORMAL DISTRIBUTION

Abstract

This paper compares an association model for trivariate contingency tables with the trivariate normal distribution. First, similarity between the two models is discussed. Second, it is proved that the association model approximates the discretized trivariate normal distribution. An aritificial illustration shows the degrees of the approximations in small tables. Third, estimation of the correlation coefficients of the underlying trivariate normal distribution is discussed. The present approach is illustrated by use of numerical examples.