Skewness of maximum likelihood estimators in the weibull censored data

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dc.contributor.authorMagalhães, Tiago M
dc.contributor.authorGallardo, Diego I.
dc.contributor.authorGómez, Héctor W.
dc.date.accessioned2024-04-22T23:09:03Z
dc.date.available2024-04-22T23:09:03Z
dc.date.issued2019
dc.description.abstractIn 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.
dc.description.sponsorshipFONDECYT(Chile)11160670; SEMILLEROUA-2019
dc.identifier.doi10.3390/sym11111351
dc.identifier.issn2073-8994
dc.identifier.urihttps://repositorioabierto.uantof.cl/handle/uantof/376
dc.language.isoen
dc.publisherMDPI
dc.rightsAttribution 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.sourceSymmetry
dc.subjectmaximum likelihood estimates
dc.subjecttype I and II censoring
dc.subjectskewness coefficient
dc.subjectWeibull censored data
dc.titleSkewness of maximum likelihood estimators in the weibull censored data
dc.typeArticle
oaire.citation.issue1351
oaire.citation.volume11
organization.identifier.rorhttps://ror.org/04eyc6d95
organization.legalNameUniversidad de Antofagasta
uantof.identificator.departmentDepartamento de Matemáticas
uantof.identificator.facultyFacultad de Ciencias Básicas
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