Covariance structure analysis of nonnormal data is important because in practice all data are nonnormal. When applying covariance structure analysis to nonnormal data, it is generally assumed that the asymptotic covariance matrix Γ for the nonredundant terms in the sample covariance matrix S is nonsingular. It is shown this need not be the case, which raises a question of how restrictive this assumption may be and how difficult it may be to verify it. It is shown that Γ is nonsingular whenever sampling is from a nonsingular distribution, including any distribution defined by a density function. In the discrete case necessary and sufficient conditions are given for the nonsingularity of Γ, and it is shown how to demonstrate Γ is nonsingular with high probability. Thus, the nonsingularity of Γ assumption is mild and one should feel comfortable about making it. These observations also apply to the asymptotic covariance matrix Γ that arises in structural equation modeling.

The authors review various facts about copulas linking discrete distributions. They show how the possibility of ties that results from atoms in the probability distribution invalidates various familiar relations that lie at the root of copula theory in the continuous case. They highlight some of the dangers and limitations of an undiscriminating transposition of modeling and inference practices from the continuous setting into the discrete one.

We obtain a representation of an arbitrary discrete distribution with n mass points by an equiprobable mixture of r distributions, each of which has no more than a (≧2) mass points, where r is the smallest integer greater than or equal to (n – 1)/(a – 1). An application to the generation of discrete random variables on a computer is described, which has as an important special case Walker's (1977) alias method.