1Universidad Santo Tomás, Facultad de Estadística, Centro de Investigaciones y Estudios Estadísticos (CIEES), Bogotá, Colombia. Docente investigadora. Email: hanwenzhang@usantotomas.edu.co
2Universidad Santo Tomás, Facultad de Estadística, Centro de Investigaciones y Estudios Estadísticos (CIEES), Bogotá, Colombia. Director. Email: hugogutierrez@usantotomas.edu.co
3Universidad Nacional de Colombia, Facultad de Ciencias, Departamento de Estadística, Bogotá, Colombia. Profesor asociado. Email: ecepedac@unal.edu.co ]]>
This paper presents a frequentist comparison of the performance of confidence and credibility intervals for the difference of two proportions from two independent samples. The comparison is carried out considering three frequentist criteria. It was found that the intervals with the best performance, in terms of coverage probability, are Bayesians; in terms of expected length and variance of the length, the Newcombe interval shows the best performance. As a final remark, it was found that traditional intervals such as the Wald and adjusted Wald have a poor performance.
Key words: Confidence intervals, Credibility intervals, Difference of two proportions..
Este artículo presenta una comparación del comportamiento de intervalos de confianza frecuentistas y de credibilidad bayesianos para la diferencia de dos proporciones provenientes de muestras aleatorias independientes. La comparación se lleva cabo considerando tres criterios frecuentistas con los cuales se concluyó que el mejor comportamiento, en términos de la probabilidad de cobertura, lo tienen los intervalos bayesianos, y en términos de la longitud esperada y varianza de la longitud el mejor comportamiento está dado por el intervalo frecuentista de Newcombe. Como resultado de esta investigación se encontró que los intervalos frecuentistas más populares como Wald y Wald ajustado tienen un comportamiento deficiente.
Palabras clave: intervalos de confianza, intervalos de credibilidad, diferencia de dos proporciones.
Texto completo disponible en PDF
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Este artículo se puede citar en LaTeX utilizando la siguiente referencia bibliográfica de BibTeX:
@ARTICLE{RCEv33n1a05,
AUTHOR = {Zhang, Hanwen and Gutiérrez Rojas, Hugo Andrés and Cepeda Cuervo, Edilberto},
TITLE = {{Confidence and Credibility Intervals for the Difference of Two Proportions}},
JOURNAL = {Revista Colombiana de Estadística},
YEAR = {2010},
volume = {33},
number = {1},
pages = {63-88}
}