Skip to main content
edited body
Source Link

The intensity function is defined as

$$\lambda^*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$$ where $f$ is the density function and $F$ is the distribution function, and $H_{t_n}$ is the history of all the previous points of $t$ up to $t_n$. Moreover, there is proven that $F(t|H_{t_n})$ is also given as:

$$F(t|H_{t_n})=1-e^{-\int_t^{t_n}\lambda^*(s)ds}$$$$F(t|H_{t_n})=1-e^{-\int_{t_n}^t\lambda^*(s)ds}$$.

An assumption is then made, saying that

  1. $\lambda^*(t)$ is non-negative and is integrable on every interval after $t_n$.

  2. $\int_t^{t_n}\lambda^*(s)ds \to 1$$\int_{t_n}^t\lambda^*(s)ds \to 1$ for $t \to \infty$.

It is then said that hence the three points follows:

  1. $0 \leq F(t|H_{t_n}) \leq 1$
  2. $F(t|H_{t_n})$ is a non-decreasing function of $t$.
  3. $F(t|H_{t_n}) \to 1$ for $t \to \infty$

Can someone explain to me how these three points follow given the two assumptions above? Thank you.

The intensity function is defined as

$$\lambda^*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$$ where $f$ is the density function and $F$ is the distribution function, and $H_{t_n}$ is the history of all the previous points of $t$ up to $t_n$. Moreover, there is proven that $F(t|H_{t_n})$ is also given as:

$$F(t|H_{t_n})=1-e^{-\int_t^{t_n}\lambda^*(s)ds}$$.

An assumption is then made, saying that

  1. $\lambda^*(t)$ is non-negative and is integrable on every interval after $t_n$.

  2. $\int_t^{t_n}\lambda^*(s)ds \to 1$ for $t \to \infty$.

It is then said that hence the three points follows:

  1. $0 \leq F(t|H_{t_n}) \leq 1$
  2. $F(t|H_{t_n})$ is a non-decreasing function of $t$.
  3. $F(t|H_{t_n}) \to 1$ for $t \to \infty$

Can someone explain to me how these three points follow given the two assumptions above? Thank you.

The intensity function is defined as

$$\lambda^*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$$ where $f$ is the density function and $F$ is the distribution function, and $H_{t_n}$ is the history of all the previous points of $t$ up to $t_n$. Moreover, there is proven that $F(t|H_{t_n})$ is also given as:

$$F(t|H_{t_n})=1-e^{-\int_{t_n}^t\lambda^*(s)ds}$$.

An assumption is then made, saying that

  1. $\lambda^*(t)$ is non-negative and is integrable on every interval after $t_n$.

  2. $\int_{t_n}^t\lambda^*(s)ds \to 1$ for $t \to \infty$.

It is then said that hence the three points follows:

  1. $0 \leq F(t|H_{t_n}) \leq 1$
  2. $F(t|H_{t_n})$ is a non-decreasing function of $t$.
  3. $F(t|H_{t_n}) \to 1$ for $t \to \infty$

Can someone explain to me how these three points follow given the two assumptions above? Thank you.

added 15 characters in body
Source Link
Malkoun
  • 5.2k
  • 15
  • 31

The intensity function is defined as

$\lambda*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$

where f$$\lambda^*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$$ where $f$ is the density function and F$F$ is the distribution function, and H_{t_n}$H_{t_n}$ is the history of all the previous points of t$t$ up to t_n$t_n$. Moreover, there is proven that F(t|H_{t_n})$F(t|H_{t_n})$ is also given as:

$F(t|H_{t_n})=1-e^{-\int_t^{t_n}\lambda*(s)ds}$.

$$F(t|H_{t_n})=1-e^{-\int_t^{t_n}\lambda^*(s)ds}$$.

An assumption is then made, saying that

  1. $\lambda*(t)$$\lambda^*(t)$ is nonenon-negative and is integrable on every interval after $t_n$.

  2. $\int_t^{t_n}\lambda*(s)ds -> 1$$\int_t^{t_n}\lambda^*(s)ds \to 1$ for $t -> \infty$$t \to \infty$.

It is then said that hence the three points follows:

  1. $0 \leq F(t|H_{t_n}) \leq 1$
  2. $F(t|H_{t_n})$ is a non-decreasing function of $t$.
  3. $F(t|H_{t_n)} -> 1$$F(t|H_{t_n}) \to 1$ for $t -> \infty$$t \to \infty$

Can someone explain to me how these three points follow given the two assumptions above? Thank you.

The intensity function is defined as

$\lambda*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$

where f is the density function and F is the distribution function, and H_{t_n} is the history of all the previous points of t up to t_n. Moreover, there is proven that F(t|H_{t_n}) is also given as:

$F(t|H_{t_n})=1-e^{-\int_t^{t_n}\lambda*(s)ds}$.

An assumption is then made, saying that

  1. $\lambda*(t)$ is none-negative and is integrable on every interval after $t_n$.

  2. $\int_t^{t_n}\lambda*(s)ds -> 1$ for $t -> \infty$.

It is then said that hence the three points follows:

  1. $0 \leq F(t|H_{t_n}) \leq 1$
  2. $F(t|H_{t_n})$ is a non-decreasing function of $t$.
  3. $F(t|H_{t_n)} -> 1$ for $t -> \infty$

Can someone explain to me how these three points follow given the two assumptions above? Thank you.

The intensity function is defined as

$$\lambda^*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$$ where $f$ is the density function and $F$ is the distribution function, and $H_{t_n}$ is the history of all the previous points of $t$ up to $t_n$. Moreover, there is proven that $F(t|H_{t_n})$ is also given as:

$$F(t|H_{t_n})=1-e^{-\int_t^{t_n}\lambda^*(s)ds}$$.

An assumption is then made, saying that

  1. $\lambda^*(t)$ is non-negative and is integrable on every interval after $t_n$.

  2. $\int_t^{t_n}\lambda^*(s)ds \to 1$ for $t \to \infty$.

It is then said that hence the three points follows:

  1. $0 \leq F(t|H_{t_n}) \leq 1$
  2. $F(t|H_{t_n})$ is a non-decreasing function of $t$.
  3. $F(t|H_{t_n}) \to 1$ for $t \to \infty$

Can someone explain to me how these three points follow given the two assumptions above? Thank you.

Source Link

Why does the three points follow by making the two assumptions about the conditioned intensity function?

The intensity function is defined as

$\lambda*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$

where f is the density function and F is the distribution function, and H_{t_n} is the history of all the previous points of t up to t_n. Moreover, there is proven that F(t|H_{t_n}) is also given as:

$F(t|H_{t_n})=1-e^{-\int_t^{t_n}\lambda*(s)ds}$.

An assumption is then made, saying that

  1. $\lambda*(t)$ is none-negative and is integrable on every interval after $t_n$.

  2. $\int_t^{t_n}\lambda*(s)ds -> 1$ for $t -> \infty$.

It is then said that hence the three points follows:

  1. $0 \leq F(t|H_{t_n}) \leq 1$
  2. $F(t|H_{t_n})$ is a non-decreasing function of $t$.
  3. $F(t|H_{t_n)} -> 1$ for $t -> \infty$

Can someone explain to me how these three points follow given the two assumptions above? Thank you.