Ye, Zhi-Sheng - In: Statistics & Probability Letters 83 (2013) 11, pp. 2531-2536
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] conditional on that...