Magalhaes, Tiago M.Tiago M.MagalhaesGallardo, Diego, IDiego, IGallardoGomez, Hector W.Hector W.Gomez2025-12-302025-12-3020192073-8994https://hdl.handle.net/20.500.12740/23678In 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.Acceso Abiertomaximum likelihood estimatestype I and II censoringskewness coefficientWeibull censored datahttp://dx.doi.org/10.3390/sym11111351