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In the present study, we established a new statistical model named as weighted inverse Maxwell
distribution (WIMD). Its several statistical properties including moments, moment generating
function, characteristics function, order statistics, shanon entropy has been discussed. The
expression for reliability, mode, harmonic mean, hazard rate function has been derived. In
addition, it also contains some special cases that are well known. Moreover, the behavior of
probability density function (p.d.f) has been shown through graphs by choosing different values
of parameters. Finally, the performance of the proposed model is explained through two data sets.
By which we conclude that the established distribution provides better fit.
Key words: Weighted distribution, inverse Maxwell distribution, Reliability, mode, maximum likelihood estimation.
Mathematics Subject Classification: 60E05, 62E15.
INTRODUCTION
James clark Maxwell and Ludwing Boltzman were known for their work in physics. They have proposed a continuous
statistical probability distribution which depicts average distribution matter particles that do not interact with each other
from one energy state to another state in thermal equilibrium This famous distribution is commonly known as Maxwell
distribution. It has wide applications in physics, chemistry, statistics and mechanics.
1
Let 𝑋 follows the probability distribution function of Maxwell distribution, then 𝑋 = is said to follow inverse of Maxwell
𝑌
distribution having p.d.f as.
4 3 1 − 𝜃2
𝑓(𝑦, 𝜃) = 𝜃2 𝑒 𝑦 𝑦 > 0 ,𝜃 > 0 (1.1)
√𝜋 𝑦 4
Where 𝜃 is the scale parameter.
The corresponding cumulative distribution function ( c.d.f) of (1.1), is given as.
2𝜃 3 θ
𝐹(𝑦, 𝜃) = Γ( , ) y > 0, 𝜃 > 0 (1.2)
√𝜋 2 y 2
∞
Where Γ(𝜃, 𝑦) = ∫𝑦 𝑦 𝜃−1 𝑒 −𝑦 𝑑𝑦 is incomplete gamma function.
The kth moment of (1.1), is determined as.
∞
𝐸(𝑦 𝑘 ) = ∫ 𝑦 𝑘 𝑓(𝑦, 𝜃)𝑑𝑦
0
∞
4 3 1 − 𝜃2
= 𝜃 ∫ 𝑦𝑘
2 𝑒 𝑦 𝑑𝑦
√𝜋 0 𝑦4
4 3 ∞ 𝑘−1 1 − 𝜃2
= 𝜃2 ∫ 𝑦 𝑒 𝑦 𝑑𝑦
√𝜋 0 𝑦3
The cumulative distribution function (c.d.f) of weighted inverse Maxwell distribution is obtained as.
3−𝑘
𝑦 𝜃
2𝜃 2 − 2
𝐹𝑤 (𝑦, 𝜃) = ∫ 3−k
𝑦 𝑘−4 𝑒 𝑦 𝑑𝑦
0 Γ( )
2
3−k θ
Γ( , )
2 y2
⇒ 𝐹𝑤 (𝑦, 𝜃) = 3−k
(2.3)
Γ( )
2
∞
Where Γ(𝜃, 𝑦) = ∫𝑦 𝑦 𝜃−1 𝑒 −𝑦 𝑑𝑦 is an upper incomplete gamma function.
Fig (1.1) and (1.2) illustrates the probability density function of Weighted Inverse Maxwell distribution.
Case 1: For = 0, then weighted inverse Maxwell distribution (2.2) reduces to inverse Maxwell distribution with p.d.f as .
4 3 1 − 𝜃2
𝑓(𝑦, 𝜃) = 𝜃2 𝑒 𝑦
√𝜋 𝑦 4
Case 2: For 𝑘 = 1, then weighted inverse Maxwell distribution (2.2) reduces to length biased inverse Maxwell distribution
with p.d.f as .
1 −𝜃
𝑓(𝑦, 𝜃) = 2𝜃 3 𝑒 𝑦2
𝑦
Case 3: For = 2,then weighted inverse Maxwell distribution (2.2) reduces to area biased inverse Maxwell distribution with
p.d.f as .
𝜃 1 − 𝜃2
𝑓(𝑦, 𝜃) = 2√ 𝑒 𝑦
𝜋 𝑦2
STATISTICAL PROPERTIES
Let 𝑋 be a random variable from weighted inverse Maxwell distribution with parameter, then its 𝑟 𝑡ℎ moment is given as.
∞
𝜇𝑟 = 𝐸(𝑌 𝑟 ) = ∫ 𝑦 𝑟 𝑓𝑤 (𝑦, 𝜃, 𝑘)𝑑𝑦
0
Now using (2.2), we get
3−𝑘
∞ 𝜃
2𝜃 2 − 2
= ∫ 𝑦𝑟 3−k
𝑦 𝑘−4 𝑒 𝑦 𝑑𝑦
0 Γ( )
2
3−𝑘
∞
2𝜃 2 1 − 𝜃2
= ∫ 𝑦 𝑟+𝑘−1 𝑒 𝑦 𝑑𝑦
Γ(
3−k
) 0 𝑦3
2
𝜃 1 1 𝜃
By making the substitution = 𝑡 sothat 𝑑𝑦 = − 𝑑𝑡 and 𝑦 = √ , then the integration yields as.
𝑦2 𝑦3 2𝜃 𝑡
𝑟
∞ [1−(𝑟+𝑘)]
𝜃 2
= 3−k
∫ 𝑡 2 𝑒 −𝑡 𝑑𝑡
Γ( ) 0
2
𝑟
∞
𝜃2 [
3−(𝑟+𝑘)
]−1 −𝑡
= 3−k
∫ 𝑡 2 𝑒 𝑑𝑡
Γ( ) 0
2
Therefore
𝑟
𝑟)
𝜃2 3 − (𝑟 + 𝑘)
𝜇𝑟 = 𝐸(𝑌 = 3−k
Γ( )
Γ( ) 2
2
Substituting 𝑟 = 1,2 we get
1
𝜃2 2−𝑘
𝑴𝒆𝒂𝒏 = 𝐸(𝑌) = 3−k
Γ( )
Γ( ) 2
2
2)
𝜃 1−𝑘
𝐸(𝑌 = 3−k
Γ( )
Γ( ) 2
2
1 2
𝜃 1−𝑘 𝜃2 2−𝑘
Variance = 𝐸(𝑌 2 ) − [𝐸(𝑌)]2 = 3−k Γ( )−[ 3−k Γ( )]
Γ( ) 2 Γ( ) 2
2 2
Let y be a random variable from weighted inverse Maxwell distribution, then the moment generating function of ydenoted
by 𝑀𝑌 (𝑡) is given as.
Reliability measures
Suppose Y be a continuous random variable with c.d.f 𝐹𝑤 (𝑦) , 𝑦 ≥ 0 .then its reliability function which is also called survival
function is defined as
∞
𝑆𝑤 (𝑦) = 𝑝𝑟 (𝑌 > 𝑦) = ∫ 𝑓𝑤 (𝑦) 𝑑𝑦 = 1 − 𝐹𝑤 (𝑦)
0
The concept of information entropy was introduced by Shanon in 1948. The entropy can be interpreted as the average
rate at which information is produced by a random source of data and is given by
𝐻𝑤 (𝑥, 𝜃) = −𝐸[log 𝑓𝑤 (𝑥, 𝜃)]
3−𝑘
𝜃
2𝜃 2 − 2
= −𝐸 [log ( 3−k
𝑦 𝑘−4 𝑒 𝑦 )]
Γ( )
2
3−𝑘
2𝜃 2 𝜃
= − log ( 3−k
) − (𝑘 − 4)𝐸(log 𝑦) + 𝐸 ( 2 ) (5.1)
Γ( ) 𝑦
2
Now
∞
𝐸(log 𝑦) = ∫ log 𝑦 𝑓𝑤 (𝑦) 𝑑𝑦
0
3−𝑘
∞ 𝜃
2𝜃 2 − 2
= ∫ log 𝑦 3−k
𝑦 𝑘−4 𝑒 𝑦 𝑑𝑦
0 Γ( )
2
3−𝑘
∞ 𝜃
2𝜃 2 − 2
= 3−k
∫ log 𝑦 𝑦 𝑘−4 𝑒 𝑦 𝑑𝑦
Γ( ) 0
2
1
𝜃 1 1 𝜃 2
Making the substitution = 𝑡 so that 𝑑𝑦 = − 𝑑𝑡, and 𝑦 = ( )
𝑦2 𝑦3 2𝜃 𝑡
1
∞
1𝜃 2 1−𝑘
= 3−k ∫ log ( ) 𝑡 2 𝑒 −𝑡 𝑑𝑡
Γ( ) 0 𝑡
2
After solving the integral, we get
1 3−𝑘
= [log 𝜃 − 𝜓 ( )] (5.2)
2 2
𝜃 ∞ 1
Also 𝐸 ( 2) = 𝜃 ∫0 2 𝑓𝑤 (𝑦 , 𝜃)𝑑𝑦
𝑦 𝑦
3−𝑘
∞
2𝜃 2 𝜃 1 𝑘−4 − 𝜃2
= ∫ 𝑦 𝑒 𝑦 𝑑𝑦
Γ(
3−k
) 0 𝑦2
2
Then, the p.d.f of first order 𝑌1 weighted inverse Maxwell distribution is given as
3−𝑘 𝜃
− 2
2𝑛𝜃 2 𝑦 𝑘−4 𝑒 𝑦 3 − 𝑘 𝜃 𝑛−1
𝑓1 𝑤 (𝑦, 𝜃) = 𝑛 [Γ ( , )]
[Γ (
3−𝑘
)] 2 𝑦2
2
And the p.d.f of nth order 𝑌𝑛 weighted inverse Maxwell distribution is given as
3−𝑘 𝜃
− 2
2𝑛𝜃 2 𝑦 𝑘−4 𝑒 𝑦 3 − k θ 𝑛−1
𝑓𝑛 𝑤 (𝑦, 𝜃) = 𝑛 [𝛾 ( , )]
[Γ (
3−𝑘
)] 2 y2
2
ESTIMATION OF PARAMETER
Method of Moments
In order to obtain the sample moments of weighted inverse Maxwell distribution, we equate population moments with
sample moments
𝑛
1
𝜇1 = ∑ 𝑦𝑖
𝑛
𝑖=1
1
𝜃2 2−𝑘
𝑌̅ = 3−k
Γ( )
Γ( ) 2
2
1
3−k 2
Γ( )
2
𝜃̂ = [𝑌̅ 2−𝑘
]
Γ( )
2
𝑙 = ∏ 𝑓(𝑦𝑖 , 𝜃)
𝑖=1
𝑛 3−𝑘
1
2𝜃 2 ∞
𝑘−4 −𝜃 ∑𝑖=0𝑦𝑖
=∏ 3−k
𝑦𝑖 𝑒 (7.1)
𝑖=1 Γ( )
2
DATA ANALYSIS
Data 1: In this section we provide an application which explains the performance of the newly developed distribution.
The data set has been taken from Gross and Clark (1975), which signifies the relief times of 20 patients getting an
analgesic. We use previous data to associate the fit of the newly developed model with inverse Maxwell distribution.
The data are follows.
1.1,1.4,1.3,1.7,1.9,1.8,1.6,2.2,1.7,2.7,4.1,1.8,1.5,1.2,1.4,3.0,1.7,2.3,1.6,2.0.
In order to compare the two distribution models, we consider the criteria like AIC (Akaike information criterion, AICC
(corrected Akaike information criterion) and BIC (Bayesian information criterion. The better distribution corresponds to
lesser AIC, AICC and BIC values.
2𝑘(𝑘+1)
𝐴𝐼𝐶 = −2𝑙𝑛𝐿 + 2𝑘, 𝐴𝐼𝐶𝐶 = 𝐴𝐼𝐶 + ,𝐵𝐼𝐶 = −2𝑙𝑛𝐿 + 𝑘𝑙𝑛
(𝑛−𝑘−1)
Data 2: The data set is on the breaking stress of carbon fibres of 50 mm length (GPa). The data has been previously used
by Cordeiro and Lemonte (2011) and Al-Aqtash et al.(2014). The data is as follows:
0.39, 0.85, 1.08, 1.25, 1.47, 1.57, 1.61, 1.61, 1.69, 1.80, 1.84, 1.87, 1.89, 2.03, 2.03, 2.05, 2.12, 2.35, 2.41, 2.43, 2.48,
2.50, 2.53, 2.55, 2.55, 2.56, 2.59, 2.67, 2.73, 2.74, 2.79, 2.81, 2.82, 2.85, 2.87, 2.88, 2.93, 2.95, 2.96, 2.97, 3.09, 3.11,
3.11, 3.15, 3.15, 3.19, 3.22, 3.22, 3.27, 3.28, 3.31, 3.31, 3.33, 3.39, 3.39, 3.56, 3.60, 3.65, 3.68, 3.70, 3.75, 4.20, 4.38,
4.42, 4.70, 4.90.
From Table 1 and 2, it has been observed that the Weighted inverse Maxwell model have the lesser AIC, AICC, -
2logL and BIC values as compared to inverse Maxwell distribution. Hence, we can conclude that Weighted inverse
Maxwell distribution leads to a better fit as compared to inverse Maxwell model.
CONCLUSION
In this paper the weighted inverse Maxwell distribution has been established. Many times, classical distributions do not
provide better results for fitting different data taken from various fields.The weighted distributions in such conditions provide
an adequate result for analyzing data. Some statistical properties including moments, moment generating function,
characteristics function, mode, shanon entropy, survival function, hazard rate function has been discussed. The estimation
of the parameters of the established distribution has been estimated by the method of moments and maximum likelihood
estimator. Finally, the performance of the established distribution has been examined through two data sets. The
established distribution leads the compared one.
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Citation: Aijaz A, Ahmad A, Tripathi R(2020). Weighted Analogue of Inverse Maxwell Distribution with Applications.
International Journal of Statistics and Mathematics, 7(1): 146-153.
Copyright: © 2020Aijaz et al. This is an open-access article distributed under the terms of the Creative Commons
Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original
author and source are cited.