Skewness of maximum likelihood estimators in the weibull censored data
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2019
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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.
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maximum likelihood estimates, type I and II censoring, skewness coefficient, Weibull censored data