Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, Saint-Petersburg, [email protected]
Summary. Some aspects of statistics of inverse gamma process as a model of wear are considered. Formulae for finite-dimensional distribution densities of the process are given. Partial derivatives with respect to parameters of one-dimensional densities of both the direct, and inverse processes with independent positive increments are derived. Methods for estimation of parameters of the inverse gamma process are investigated.
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