Comparison of confidence intervals for the correlation coefficient
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,...
| Autor Principal: | Pacheco, Liliana Vanessa; Universidad Nacional de Colombia, sede Medellín |
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| Otros Autores: | Correa, Juan Carlos; Universidad Nacional de Colombia, sede Medellín |
| Formato: | info:eu-repo/semantics/article |
| Idioma: | spa |
| Publicado: |
Universidad Santo Tomás
2013
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| Materias: | |
| Acceso en línea: |
http://revistas.usta.edu.co/index.php/estadistica/article/view/1100 |
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| Sumario: |
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. |
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