Name
Abstract | ||
|---|---|---|
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. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.3390/sym11111351 | SYMMETRY-BASEL |
Keywords | Field | DocType |
maximum likelihood estimates,type I and II censoring,skewness coefficient,Weibull censored data | Normality,Monte Carlo method,Skewness,Regression,Mathematical analysis,Weibull distribution,Statistics,Censoring (statistics),Sample size determination,Mathematics,Estimator | Journal |
Volume | Issue | Citations |
11 | 11 | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Tiago M. Magalhães | 1 | 0 | 0.34 |
| Diego I. Gallardo | 2 | 1 | 4.10 |
| Héctor W. Gómez | 3 | 0 | 2.37 |