Skewness of Maximum Likelihood Estimators in the Weibull Censored Data

Abstract

In this paper, we obtain a matrix formula of order n − 1 / 2 , where n is the sample size, for the skewness coefficient of the distribution of the maximum likelihood estimators in the Weibull censored data. The present result is a nice approach to verify if the assumption of the normality of the regression parameter distribution is satisfied. Also, the expression derived is simple, as one only has to define a few matrices. We conduct an extensive Monte Carlo study to illustrate the behavior of the skewness coefficient and we apply it in two real datasets.

Keywords

• maximum likelihood estimates
• type i and ii censoring
• skewness coefficient
• weibull censored data