Skewness of Maximum Likelihood Estimators in the Weibull Censored Data
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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.
1967 ◽
Vol 18
(2-3)
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pp. 131-141
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1999 ◽
Vol 80
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pp. 229-255
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2011 ◽
Vol 81
(4)
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pp. 529-537
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2005 ◽
Vol 47
(2)
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pp. 173-192
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2014 ◽
Vol 519-520
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pp. 878-882
2009 ◽
Vol 4
(4)
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pp. 467-483
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1994 ◽
Vol 47
(3)
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pp. 631-650
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