Skewness of Maximum Likelihood Estimators in the Weibull Censored Data

被引:5
|
作者
Magalhaes, Tiago M. [1 ]
Gallardo, Diego, I [2 ]
Gomez, Hector W. [3 ]
机构
[1] Univ Fed Juiz de Fora, Inst Exact Sci, Dept Stat, BR-36000000 Juiz De Fora, Brazil
[2] Univ Atacama, Fac Ingn, Dept Matemat, Copiapo 1530000, Chile
[3] Univ Antofagasta, Fac Ciencias Basicas, Dept Matemat, Antofagasta 1240000, Chile
来源
SYMMETRY-BASEL | 2019年 / 11卷 / 11期
关键词
maximum likelihood estimates; type I and II censoring; skewness coefficient; Weibull censored data; TESTS;
D O I
10.3390/sym11111351
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
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.
引用
收藏
页数:10
相关论文
共 50 条