Mathematics and Statistics Journal

ISSN-2077-4591
Journal home page: http://www.iwnest.com/MSJ/
2016. 2(3): 16-22

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Semi-Minimax Estimators of Maxwell

Distribution under New Loss Function
Huda Abdullah Rasheed and ZainabNaeem Khalifa
Al-Mustansiriyah University, College of Science, Department of Mathematics, Baghdad, Iraq.
Address For Correspondence:
Huda, A. Rasheed, Department of Mathematics, College of Science, IRAQ
E-mail: iraqalnoor1@gmail.com

Received 3 June 2016; accepted 10 September 2016; published 30 September 2016

ABSTRACT
In this paper, we obtained some Bayesian estimators of the parameter of Maxwell distribution under New loss
function. In order to get a better understanding of our Bayesian analysis, we consider the conjugate prior
density, based on a Monte Carlo simulation study. The performances of those estimators have been compared
using the mean square error's (MSE's) as the comparison criteria. The result showed that, the Bayesian
estimators with Inverted Gamma prior are the best for estimating the scale parameter of Maxwell distribution.
Keywords: Maxwell distribution, Minimum mean squared error, Bayes estimator, Inverted gamma prior
information, New loss function, Mean squared error(MSE's)
INTRODUCTION
In physics particularly statistical mechanics, the MaxwellBoltzmann distribution describes particle speeds
in gases, where the particles move freely between short collisions, but do not interact with each other, as a
function of the temperature of the system, the mass of the particle, and speed of the particle. The Maxwell
distribution gives also the distribution of speeds of molecules in thermal equilibrium as given by statistical
mechanics. The Maxwell distribution was first introduced in the literature as a lifetime model by Tyagi and
Bhattacharya (1989)[7]. They obtained Bayes estimates and minimum variance unbiased estimators of the
parameter and reliability function. Kazmi(2012) [3] discussed Bayesian estimation for two component mixture
of Maxwell distribution, assuming type I censored data. Dey[2] (2011) studies on Bayes estimators of the
parameter of a Maxwell distribution and obtain associated based on conjugate prior under scale invariant
symmetric and a symmetric loss functions. Rasheed [5] (2013) derived Minimax estimation of the parameter of
the Maxwell distribution under Quadratic loss function.
The probability density function of Maxwell distributed random variable is given by [9],[5]:
4

f( =

2
; 0 < X<; >0
32

(1)

Where is the scale parameter.

The cumulative distribution function (CDF) in its simplest from is given by:
F(x)=

1
1
2

( )

2 3

, )
2

Open Access Journal

Published BY IWNEST Publication
2016 IWNEST Publisher All rights reserved

This work is licensed under the Creative Commons Attribution International License (CC
BY).http://creativecommons.org/licenses/by/4.0/

To Cite This Article :Huda, A. Rasheed and Zainab, N. Khalifa.,Semi-Minimax Estimators of Maxwell Distribution Under New Loss
Function . Mathematics and Statistics Journal, 2(3): 16-22, 2016

(2)

17

Huda Abdullah Rasheed and Zainab Naeem Khalifa, 2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 16-22

Where (x ,)= 0 1
3. Minimum Mean Squared Error Estimator (MinMSE):
The statistic Y that minimizes Y 2 , is the one with Minimum mean square error.
Hence, we can find the Minimum mean squared error (MinMSE) estimator in the class of estimators of the
form =

, therefore, the MSE considered as the following:

MSE ( ) =

= 2 2

()+ 2

To minimize (MSE) for ( ), we take the partial derivative with respect to (c) and then equation it to zero,
as follows:

1
2
MSE( )= 3 2 + 2 = 0

Hence, c =
Where, =
Therefore,

(3)

()

2
=1

3
2

, , with, =
2 =

After substituting into (3), we get c=(

= 3
2

3
2

3 2
3
+

2
2

=
2

3
2

3 3
( + 1) 2
2 2

+ 1), and hence, the Min MSE estimator for () is :

(4)

+1

4. Bayes Estimators:
To obtain Bayes estimators, we assume that is a real valued random variable with probability density
function h(). The posterior distribution of is the conditional probability density function of given the data.
A loss function is used to represent a penalty associated with each estimate. The loss should be zero if and only
if = .
4.2. Bayes Estimator under Inverted Gamma Prior Information:
This conjugate prior distribution is the distribution of the reciprocal of a variable distributed according to
Gamma distribution that is assumed to be [1]:
() =

+1

, , , >0

(5)

Where scale parameter and shape parameter of the prior distribution.The posterior distribution under the
assumption of gamma prior is:
| =

2 +
=1

1

3
( + +1
2
)

| =

(6)

2 +
=1

1
0 (3 + +1) exp
2

2
2 + =1 + /
=1 +
3
( + +1) 3n
2
( + )
2

3
+
+ 2

(7)

3
( + +1) 3n
2

+
2

This posterior is recognized as the density of the Inverse Gamma distribution: |~(
+

Such that, | = 3
2

+ 1

, |

+ 2
2 3
3
+ 1
+ 2
2
2

3
2

+ , T+ )

>1

4.3. Bayes Estimator Under New Loss Function:

Rasheed and AL-Shareefi (2015) suggested anew loss function which is modified generalized square error
loss function in estimating the scale parameter of Laplace distribution which is introduced as follows:
, =

=0

, > 0,

Hence, Bayes estimator under the new loss function will be [6]:

(8)

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Huda Abdullah Rasheed and Zainab Naeem Khalifa, 2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 16-22

1
1
1
| + 1 2 | ++ +1 |
1

1
1
1
0 | + 1 1 | ++ |

(9)

The corresponding Bayes estimator for the parameter with the posterior distribution (66) is such that
=

1
1
1
| + 1 2 | ++ +1 |
1

1
1
1
0 | + 1 1 | ++ |

We derived | ,

| and get:

3n

+
=1 +
2
3n

+
2

| =

(10)

, = 0,1,2,

(11)

And

| =

3n
( 2 + + )

3n
( + ) =1 2 +
2

= 0, 1, 2,

(12)

Which can be substituted to obtain .Now, putting k = 0, we get:

=

1
|
1
1
0 |

2
=1 +
3
++ 1
2

(13)

2
=1 +
3
+
2

Let c=1, then we has, 01 =

When, c = 2, 02 =
When, c = 3, 03 =

2
=1 +
3
+ +1
2

2
=1 +
3
+ +2
2

(14)
(15)
(16)

Now, putting k = 1, we get:

0
0

1
1
1

| + 1

| + 1

1
2
1
1

|
2

Let c = 1, than we have, 14 =

2
2
0 2 + 1
=1 + + 1 =1 +
3
3
3

2
0
+ 1
+ + 1
+ 1
=1 +
2

When c = 2, 15 =

2
2
0 2 +
=1 + + 1 ( =1 +)
3
3
3
2 +
0
+
+ +1 + 1
+
=1
2

3n

When c = 3, 16 =

(17)

(18)

3n

3n

2
2
0 2 + 2 + +1
=1 + + 1 2 +
=1 +
3n
3n
3n
3n
3n

2
0
+
+ +1
+ +2 + 1
+
+ +1
=1 +
2
2
2
2
2

(19)

5. Minimax Estimations:
In this section, we derive the minimax estimators of the parameter for the Maxwell distribution by
applying a theorem, which is due to Hodge and Lehmann (1950) and can be stated as follows:
Lehmann's Theorem:
Let = {F; } be a family of distribution functions and D a class of estimators of . suppose that d* D
is a Bayes estimator against a prior distribution *() on the parameter space and the risk function:
R(d*, ) = constant on ; then d* is a minimax estimator of . [4]
The main results are contained in the following theorem.
Theorem:
Let X=(1 , 2 , , ) be independently and identically distributed random variable dawns from the
density(1).Then

19

Huda Abdullah Rasheed and Zainab Naeem Khalifa, 2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 16-22

1
1

| + 1

| + 1

| + +

2
1

| + +

1
+1
1

Is not minimax estimator of the scale parameter for the Maxwell distribution for the New loss function
(NLF) for the type

=0

, =

, > 0, , j=0,1,2,3,,k and c=1,2,3,

Where is the unknown scale parameter and is the estimator of.

Proof:
Let k=0
Since, , =
0

Then , =
=

2
=1

Recall that, T=

2
=1

3
2

+ +

2
=1 +
3
( ++ 1)
2

1
2
3
++ 1
2

2
=1

(20)

,
3

Now, + = + =
And
+

3
++ 1
2

2
=1 +
3
( ++ 1)
2

()=
=

=0

2
0

+
3

+ 1 2 + 2

(21)

+ 2

(22)

Substituting (20) and (21) in (19), we can get

() =

3
++ 1
2

+ ) +

3 3
3
+1 2 +2 2 + 2
2 2
2
3
++ 1
2

is not constant when k=0 except with c=2 where () will be

()=0 1

2
3
+ +1
2

3
2

+ )+

3 3
3
2
+1 +2 2 +
2 2
2
3
+ +1
2

(23)

From(23), it's clear that () is not constant. Therefore, is not minimax estimator.
Now, when 0, () becomes:
()=0 1

2
3
+ +1
2

( )+
2

3 3
+1
2 2
2
3
+ +1
2

(24)

From (24), the () is constant. Therefore, is semi-minimax estimator when 0

In general, according to the Lehmann's theorem we can say that:

1
1
1

| + 1

| + 1

1
2
1

| + +

| + +

1
+1
1

Is not minimax estimator of the scale parameter for the Maxwell distribution for the new loss function
(NLF).

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Huda Abdullah Rasheed and Zainab Naeem Khalifa, 2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 16-22

6. Simulation study:
In our simulation study, we generated I = 5000 samples of size n =5, 10, 20, 50, and100 from Maxwell
distribution to represent small, moderate and large sample sizes with three different values of scale parameter,
( =0.5, 1.5 and 3).We chose two values of for the Inverse Gamma prior (=0.9, 3) and one value of =2.
In this section, Monte-Carlo simulation study is performed to compare the methods of estimation using
mean square Errors (MSEs), where

MSE()= =1

The results of the simulation study for estimating the scale parameter () of Maxwell distribution were
summarized and tabulated in tables (1), (2) and (3) which contain the expected values and MSE's for estimating
the scale parameter, and we have observed that:
1. Table (1), shows that, the performance of Bayes estimator under New loss function (NIG3) with (=3
and A1=0.5) is the best estimator comparing to the other estimator for all sample size.
2. Table (2) and table (3), shows that, the performance of Bayes estimators under New loss function (NIG2)
with (=0.9) is the best estimator comparing to the other estimator for all sample size.
3. It is observed that, MSE's of all estimators of scale parameter is increasing with the increase of the
parameter value with all sample sizes.
4.In general, we conclude that, in situation involving estimation of parameter of Maxwell distribution under
New loss function using Inverted Gamma prior with small value of (=0.9)is more appropriate than each
estimators or large relatively, value of (=3) for all samples sizes.
Table1: Expected value and MSE estimated parameter of Maxwell distribution with =0.5
Estimators
n
5
10
Criteria
EXP.
0.441021
0.467742
MINMSE
MSE
0.030168
0.016164
EXP.
0.684365
0.596469
NIG1
MSE
0.061320
0.024621
EXP.
0.611561
0.561176
NIG2
MSE
0.034269
0.017298
EXP.
0.552757
0.529825
NIG3
MSE
0.020612
0.012973
EXP.
0.675250
0.592498
NIG4
MSE
0.057319
0.023667
EXP.
0.684933
0.594840
A1=0.5
NIG5
=0.9
MSE
0.061574
0.024225
EXP.
0.552760
0.529827
NIG6
MSE
0.020613
0.012973
EXP.
0.675963
0.592765
NIG4
MSE
0.057685
0.023744
EXP.
0.684929
0.594849
A1=50
NIG5
MSE
0.061572
0.024228
EXP.
0.553100
0.529999
NIG6
MSE
0.020693
0.012999
EXP.
0.547493
0.526882
NIG1
MSE
0.019746
0.012672
EXP.
0.499886
0.499152
NIG2
MSE
0.014581
0.010725
EXP.
0.459894
0.474195
NIG3
MSE
0.013950
0.010345
EXP.
0.693446
0.597115
NIG4
MSE
0.065480
0.024778
EXP.
0.699772
0.598953
A1=0.5
NIG5
=3
MSE
0.068480
0.025233
EXP.
0.459896
0.474196
NIG6
MSE
0.013950
0.010345
EXP.
0.692810
0.596875
NIG4
MSE
0.065128
0.024707
EXP.
0.698664
0.598511
A1=50
NIG5
MSE
0.067854
0.025099
EXP.
0.460087
0.474317
NIG6
MSE
0.013956
0.010349

20

50

100

0.483536
0.008108
0.549827
0.010370
0.532590
0.008463
0.516401
0.007227
0.547994
0.010138
0.548564
0.010210
0.516402
0.007227
0.548106
0.010156
0.548571
0.010211
0.516487
0.007234
0.514836
0.007136
0.499695
0.006515
0.485416
0.006360
0.549151
0.010284
0.549650
0.010347
0.485416
0.006360
0.549049
0.010268
0.549457
0.010317
0.485488
0.006362

0.493134
0.003256
0.520134
0.003623
0.513370
0.003313
0.506780
0.003100
0.519440
0.003587
0.519530
0.003591
0.506780
0.003100
0.519480
0.003589
0.519532
0.003592
0.506814
0.003102
0.506131
0.003084
0.499723
0.002970
0.493477
0.002939
0.519623
0.003596
0.519708
0.003601
0.493478
0.002939
0.519588
0.003594
0.519637
0.003596
0.493508
0.002939

0.496250
0.001638
0.509833
0.001723
0.506476
0.001646
0.503165
0.001594
0.509494
0.001714
0.509515
0.001714
0.503165
0.001594
0.509513
0.001714
0.509517
0.001714
0.503181
0.001594
0.502835
0.001590
0.499571
0.001561
0.496347
0.001554
0.509538
0.001715
0.509559
0.001715
0.496347
0.001554
0.509521
0.001714
0.509525
0.001714
0.496363
0.001554

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Huda Abdullah Rasheed and Zainab Naeem Khalifa, 2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 16-22

Table2: Expected value and MSE estimated parameter of Maxwell distribution with =1.5
n
Estimators
5
10
Criteria
EXP.
1.323063
1.403226
MINMSE
MSE
0.271514
0.145474
EXP.
1.576906
1.537840
NIG1
MSE
0.251874
0.139259
EXP.
1.409151
1.446841
NIG2
MSE
0.204664
0.124824
EXP.
1.273657
1.366011
NIG3
MSE
0.211687
0.126701
EXP.
1.555926
1.527608
NIG4
MSE
0.242598
0.136764
EXP.
1.578209
1.533634
A1=0.5
NIG5
=0.9
MSE
0.252483
0.138206
EXP.
1.273676
1.366022
NIG6
MSE
0.211688
0.126701
EXP.
1.559815
1.529391
NIG4
MSE
0.245469
0.137507
EXP.
1.578188
1.533700
A1=50
NIG5
MSE
0.252466
0.138234
EXP.
1.275526
1.367168
NIG6
MSE
0.211798
0.126763
EXP.
1.261524
1.358422
NIG1
MSE
0.214284
0.127587
EXP.
1.151826
1.286931
NIG2
MSE
0.252451
0.141921
EXP.
1.059681
1.222582
NIG3
MSE
0.304952
0.164071
EXP.
1.597810
1.539488
NIG4
MSE
0.262079
0.139679
EXP.
1.612370
1.544221
A1=0.5
NIG5
=3
MSE
0.269752
0.140923
EXP.
1.059692
1.222591
NIG6
MSE
0.304947
0.164069
EXP.
1.594339
1.537884
NIG4
MSE
0.259206
0.138977
EXP.
1.606330
1.541267
A1=50
NIG5
MSE
0.264564
0.139602
EXP.
1.060741
1.223402
NIG6
MSE
0.304469
0.163852

20

50

100

1.450607
0.072968
1.520024
0.071387
1.472374
0.067368
1.427623
0.067856
1.514968
0.070739
1.516540
0.070934
1.427630
0.067856
1.515816
0.070924
1.516593
0.070946
1.428273
0.067876
1.423300
0.068122
1.381432
0.072689
1.341965
0.080304
1.518155
0.071140
1.519533
0.071320
1.341972
0.080303
1.517386
0.070970
1.518065
0.070991
1.342505
0.080223

1.479400
0.029305
1.507703
0.029016
1.488093
0.028350
1.468992
0.028450
1.505694
0.028912
1.505948
0.028925
1.468994
0.028450
1.506021
0.028941
1.505972
0.028927
1.469272
0.028454
1.467110
0.028500
1.448536
0.029377
1.430431
0.030905
1.506220
0.028938
1.506459
0.028951
1.430434
0.030904
1.505920
0.028912
1.505872
0.028899
1.430689
0.030887

1.488749
0.014740
1.502992
0.014642
1.493098
0.014488
1.483330
0.014530
1.501991
0.014617
1.502056
0.014619
1.483332
0.014530
1.502151
0.014624
1.502068
0.014619
1.483475
0.014531
1.482360
0.014545
1.472735
0.014793
1.463234
0.015221
1.502119
0.014620
1.502182
0.014622
1.463235
0.015221
1.501973
0.014614
1.501890
0.014609
1.463374
0.015216

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Huda Abdullah Rasheed and Zainab Naeem Khalifa, 2016

Mathematics and Statistics Journal, 2(3) July 2016, Pages: 16-22

Table 3: Expected value and MSE estimated parameter of Maxwell distribution with =3
n
Estimators
5
10
Criteria
EXP.
2.646127
2.806452
MINMSE
MSE
1.086054
0.581897
EXP.
2.915713
2.949891
NIG1
MSE
0.990940
0.553819
EXP.
2.605536
2.775341
NIG2
MSE
0.941244
0.538466
EXP.
2.355005
2.620296
NIG3
MSE
1.057842
0.579170
EXP.
2.876982
2.930297
NIG4
MSE
0.973100
0.548892
EXP.
2.918129
2.941833
A1=0.5
NIG5
=0.9
MSE
0.992167
0.551683
EXP.
2.355069
2.620340
NIG6
MSE
1.057829
0.579166
EXP.
2.890270
2.936794
NIG4
MSE
0.987667
0.552848
EXP.
2.918057
2.942068
A1=50
NIG5
MSE
0.992078
0.551834
EXP.
2.361401
2.624485
NIG6
MSE
1.056602
0.578787
EXP.
2.332577
2.605736
NIG1
MSE
1.075112
0.585617
EXP.
2.129741
2.468589
NIG2
MSE
1.282257
0.668477
EXP.
1.959362
2.345162
NIG3
MSE
1.527209
0.777250
EXP.
2.954309
2.953027
NIG4
MSE
1.012053
0.554665
EXP.
2.981184
2.962077
A1=0.5
NIG5
=3
MSE
1.028713
0.557267
EXP.
1.959401
2.345195
NIG6
MSE
1.527165
0.777230
EXP.
2.942461
2.947187
NIG4
MSE
0.997257
0.550902
EXP.
2.960582
2.951327
A1=50
NIG5
MSE
1.001890
0.550185
EXP.
1.963000
2.348164
NIG6
MSE
1.522957
0.775118

20

50

100

2.901214
0.291874
2.975328
0.284552
2.882053
0.280331
2.794452
0.292719
2.965441
0.283261
2.968502
0.283635
2.794477
0.292718
2.968658
0.284261
2.968702
0.283699
2.796907
0.292589
2.785994
0.294757
2.704049
0.322114
2.626793
0.360603
2.971651
0.284041
2.974335
0.284402
2.626812
0.360595
2.968742
0.283119
2.968789
0.282626
2.628824
0.359768

2.958800
0.117220
2.989055
0.115947
2.950183
0.115316
2.912308
0.117645
2.985080
0.115743
2.985571
0.115766
2.912321
0.117645
2.986348
0.115901
2.985680
0.115778
2.913390
0.117617
2.908574
0.118032
2.871759
0.123361
2.835863
0.131200
2.986109
0.115791
2.986579
0.115814
2.835873
0.131199
2.984953
0.115648
2.984308
0.115535
2.836866
0.131017

2.977498
0.058960
2.992726
0.058584
2.973028
0.058491
2.953585
0.059165
2.990736
0.058540
2.990861
0.058542
2.953591
0.059165
2.991378
0.058577
2.990920
0.058545
2.954139
0.059156
2.951655
0.059273
2.932490
0.060757
2.913567
0.062947
2.990995
0.058544
2.991112
0.058547
2.913572
0.062946
2.990417
0.058511
2.989967
0.058480
2.914109
0.062894

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