Una prueba de independencia completa basada en la FDR
Analysis and interpretation of multivariate data is largely facilitated if the variables are independent. In the practice, this supposition is verified through a test for complete independence. We propose a new test for complete independence based on the false discovery rate (FDR), and report the res...
- Autores:
-
Vélez, Jorge Iván
Correa, Juan Carlos
- Tipo de recurso:
- Fecha de publicación:
- 2013
- Institución:
- Universidad Santo Tomás
- Repositorio:
- Universidad Santo Tomás
- Idioma:
- spa
- OAI Identifier:
- oai:repository.usta.edu.co:11634/39578
- Acceso en línea:
- https://revistas.usantotomas.edu.co/index.php/estadistica/article/view/1097
http://hdl.handle.net/11634/39578
- Palabra clave:
- Independencia Completa
Tasa de Falsos Descubrimientos
Matriz de Correlaci\'on.
- Rights
- License
- http://purl.org/coar/access_right/c_abf2
| Summary: | Analysis and interpretation of multivariate data is largely facilitated if the variables are independent. In the practice, this supposition is verified through a test for complete independence. We propose a new test for complete independence based on the false discovery rate (FDR), and report the results of a simulation study which compares the real significance levels of this proposal and other tests generally used. We found that the real significance level only remains under the theoretical one for the test based on FDR, and that this is regardless the size of the sample and number of variables. Finally, we illustrate our proposal with two examples. |
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