Magalhães, Tiago MGallardo, Diego I.Gómez, Héctor W.2024-04-222024-04-2220192073-899410.3390/sym11111351https://repositorioabierto.uantof.cl/handle/uantof/376In 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.enAttribution 4.0 Internationalmaximum likelihood estimatestype I and II censoringskewness coefficientWeibull censored dataArticle