کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1151699 | 958245 | 2013 | 6 صفحه PDF | دانلود رایگان |
Recently, Wang and Xu (2010) developed an efficient EM algorithm for the semiparametric inference of the inverse Gaussian (IG) process. In the presence of missing degradation data, the algorithm needs to compute the mean of the IG increment during some time interval [s1,s2][s1,s2] conditional on that the process is tied down on two points before s1s1 and after s2s2, respectively. This study derives the conditional distribution of this increment and gives the expectation of the increment and of the reciprocal of the increment. The results simplify the implementation of the EM algorithm for the IG process. In a similar vein, we further derive distributions for the conditional increments of the Wiener process and the Gamma process, respectively.
Journal: Statistics & Probability Letters - Volume 83, Issue 11, November 2013, Pages 2531–2536