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On the Performance Evaluation of Different Measures of Association
Evaluación de diferentes medidas de asociación
DOI:
https://doi.org/10.15446/rce.v37n1.44353Keywords:
Measures of association, Non-Normality, Non-Parametric methods, Normality, Parametric methods, Power. (en)medidas de asociación, no normalidad, métodos no paramétricos, métodos paramétricos, potencia (es)
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In this article our objective is to evaluate the performance of different measures of associations for hypothesis testing purposes. We have considered different measures of association (including some commonly used) in this study, one of which is parametric and others are non-parametric including three proposed modifications. Performance of these tests are compared under different symmetric, skewed and contaminated probability distributions that include Normal, Cauchy, Uniform, Laplace, Lognormal, Exponential, Weibull, Gamma, t, Chi-square, Half Normal, Mixed Weibull and Mixed Normal. Performances of these tests are measured in terms of power. We have suggested appropriate tests which may perform better under different situations based on their efficiency grading(s). It is expected that researchers will find these results useful in decision making.
En este articulo el objetivo es evaluar el desempeño de diferentes medidas de asociación para pruebas de hipótesis. Se consideran diferentes medidas, algunas paramétricas y otras no paramétricas, así como tres modificaciones propuestas por los autores. El desempeño de estas pruebas se evalúa considerando distribuciones simétricas, sesgadas y contaminadas incluyendo la distribución normal, Cauchy, uniforme, Laplace, lognormal, exponencial, Weibull, Gamma, t, Chi-cuadrado, medio normal, Weibull mezclada y normal mezclada. El desempeño se evalúa en términos de la potencia de los
tests. Se sugieren tests apropiados que tienen un mejor desempeño bajo diferentes niveles de eficiencia. Se espera que los investigadores encuentren
estos resultados útiles en la toma de decisiones.
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