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Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes

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By Nicola Esposito, Bruno Castanier, Laris Polytech Angers, Agostino Mele
| Wiley Online Library Verified
1 INTRODUCTION The gamma and the inverse Gaussian processes are widely applied in engineering and reliability.1-12 Indeed, both are considered natural choices for modeling monotonic degradation phenomena. In particular, even though they are not fully equivalent, in many applications these models are treated as if they were. This situation makes the model misspecification issue of gamma and inverse Gaussian processes interesting and important.
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