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

页数：10

共 50 条

[21] Optimum estimators for the Weibull distribution of censored data - Singly-censored tests
Montanari, GC
Mazzanti, G
Cacciari, M
Fothergill, JC
[J]. IEEE TRANSACTIONS ON DIELECTRICS AND ELECTRICAL INSULATION, 1997, 4 (04) : 462 - 469
[22] MAXIMUM LIKELIHOOD ESTIMATION IN WEIBULL DISTRIBUTION BASED ON COMPLETE AND ON CENSORED SAMPLES
COHEN, AC
[J]. TECHNOMETRICS, 1965, 7 (04) : 579 - &
[23] MAXIMUM LIKELIHOOD ESTIMATION IN WEIBULL DISTRIBUTION BASED ON COMPLETE AND ON CENSORED SAMPLE
COHEN, AC
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (01): : 354 - &
[24] SOME ASYMPTOTIC RESULTS, BASED ON CENSORED DATA, FOR MAXIMUM LIKELIHOOD ESTIMATORS OF PARAMETERS SUBJECT TO RESTRAINTS
BASU, AP
BORWANKER, JD
[J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1971, 33 (MAR): : 35 - 44
[25] Asymptotic distributions of semiparametric maximum likelihood estimators with estimating equations for group-censored data
Chen, D
Lu, JC
Lin, SC
[J]. AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2005, 47 (02) : 173 - 192
[26] Uncertainty analysis of Weibull estimators for interval-censored data
Vittal, Sameer
Phillips, Randolph
[J]. ANNUAL RELIABILITY AND MAINTAINABILITY SYMPOSIUM, 2007 PROCEEDINGS, 2006, : 292 - +
[27] Covariance matrix of maximum likelihood estimators in censored exponential regression models
Lemonte, Artur J.
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (06) : 1765 - 1777
[28] On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring
Kim, Namhyun
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2016, 23 (03) : 241 - 250
[29] Maximum Likelihood Estimators for Ordered Scale Parameters of Two Weibull Distributions
Srivastava, Tanuja
[J]. INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2005, 3 (D05): : 25 - 36
[30] Maximum likelihood estimators of population parameters from multiply censored samples
Aboueissa, Abou El-Makarim A.
[J]. ENVIRONMETRICS, 2009, 20 (03) : 312 - 330

← 1 2 3 4 5 →