Comparación de intervalos de confianza para el coeficiente de correlación
Comparison of confidence intervals for the correlation coefficient
Abstract (en)
The construction of confidence intervals to estimate the correlation in the normal bivariate and multivariate distribution, ρ, is an important problem in applied statistical work. One of the main purposes of this work is to make a review of the different procedures for their construction. In addition, a simulation study was conducted to analyze the behavior of real confidence levels and compare them to theoretical ones, analyze the behavior of the lengths of the confidence intervals achieved by the nine methods considered and determine which methodology provides the shortest intervals. Likewise an indicator that summarizes more effectively the quality of the analyzed interval was also obtained.
Abstract (es)
La construcción de intervalos de confianza para la estimación de la correlación en la distribución normal bivariable es un problema importante en el trabajo estadístico aplicado. Uno de los propósitos principales de este trabajo es realizar una revisión de los diferentes procedimientos para su construcción.
Se realizó además, un estudio de simulación para analizar el comportamiento de los niveles de confianza reales y compararlos con los teóricos, analizar el comportamiento de las longitudes de los intervalos de confianza logrados por los nueve métodos considerados y determinar cual metodología provee los intervalos más cortos. Así como también se obtuvo un indicador que resume de manera más efectiva la calidad del intervalo analizado.
References
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