29/04/2019 - Skewness of maximum likelihood estimators in the Kumaraswamy distribution - Palestrante: Tiago Maia Magalhães (UFJF)

Seminário Conjunto UFSCar/USP

Data:
29/04/2019 às 14h

Local:
Sala 43 do DEs-UFSCar

Título:
Skewness of maximum likelihood estimators in the Kumaraswamy distribution

Palestrante:
Prof. Dr. Tiago Maia Magalhães
Department of Statistics, Federal University of Juiz de Fora, Brazil

Resumo:
The Kumaraswamy distribution is a continuous probability distribution with double-bounded support. It have been used to model rates and proportions. 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 of the parameters in Kumaraswamy distribution. The formula can be used to verify whether inference based on the asymptotic distribution of the maximum likelihood estimators should be performed. A simulation study is presented to illustrate the results.

Joint work with:
Hérica P. A. Carneiro, Mônica C. Sandoval and Denise A. Botter