Comparación de intervalos de confianza para el coeficiente de correlación

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.

• Autores: Pacheco, Liliana Vanessa; Correa, Juan Carlos
• Fecha de publicación: 2013
• Institución: Universidad Santo Tomás
• Repositorio: Universidad Santo Tomás
• Idioma: spa
• OAI Identifier: oai:repository.usta.edu.co:11634/39581
• Acceso en línea: https://revistas.usantotomas.edu.co/index.php/estadistica/article/view/1100; http://hdl.handle.net/11634/39581
• Palabra clave: Coeficiente de correlación; Estimación; Intervalo de confianza
• License: http://purl.org/coar/access_right/c_abf2