*Article* **Skewness of Maximum Likelihood Estimators in the Weibull Censored Data**

**Tiago M. Magalhães 1, Diego I. Gallardo 2 and Héctor W. Gómez 3,\***


Received: 29 September 2019; Accepted: 21 October 2019; Published: 1 November 2019

**Abstract:** In this paper, we obtain a matrix formula of order *n*<sup>−</sup>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.

**Keywords:** maximum likelihood estimates; type I and II censoring; skewness coefficient; Weibull censored data
