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- % !TEX encoding = UTF-8 Unicode
- \chapter{اثباتها}\label{Chap:App2}
-
- %==================================================================
- \section*{اثبات گزاره \ref{thm:4c-lglk}}\label{app:4c-lglk}
- با استفاده از قانون زنجیر در احتمالات میتوان نوشت
- \begin{align}
- &f(\mathcal{D} \vert \theta) = \prod_{i=1}^K f\left((t_i,u_i,p_i)| \mathcal{D}(t_i)\right) \prod_{u=1}^{N} S(T,u) \nonumber
- \end{align}
- که $t_0=0$ و $S_u(T)$ احتمال بقای فرآیند $\lambda_u(t)$ بعد از آخرین رویدادش است.
- \begin{align}
- S_u(T) = \exp\left(-\int_{t_{\vert\mathcal{D}_u\vert}}^T \lambda_{u}(s) ds\right) \nonumber
- \end{align}
- اکنون با استفاده از رابطه فوق میتوان درستنمایی را محاسبه کرد.
- \begin{align}
- &f(\mathcal{D} \vert \theta)
- = \prod_{u=1}^{N} \prod_{i=1}^{\vert\mathcal{D}_u\vert} f\left((t_i,u_i,p_i)| \mathcal{D}(t_i)\right) \prod_{u=1}^{N} S(T,u) \nonumber \\
- &= \prod_{u=1}^{N} \prod_{i=1}^{\vert\mathcal{D}_u\vert} \lambda_{u}(t_i) \exp\left(-\int_{t_{i-1}}^{t_i} \lambda_{u}(s) ds\right) f_{u}(p_i | t_i)
- \prod_{u=1}^{N} S(T,u) \nonumber
- \end{align}
- \begin{align}
- &= \prod_{u=1}^{N} \exp\left(-\int_0^{t_{\vert\mathcal{D}_u\vert}} \lambda_{u}(s) ds\right) \prod_{i=1}^{\vert\mathcal{D}_u\vert} f_{u}(p_i | t_i) \lambda_{u}(t_i) \prod_{u=1}^{N} S(T,u) \nonumber \\
- &= \prod_{u=1}^{N} \exp\left(-\int_0^{t_{\vert\mathcal{D}_u\vert}} \lambda_{u}(s) ds\right) S(T,u)
- \prod_{i=1}^{\vert\mathcal{D}_u\vert} f_{u}(p_i | t_i) \lambda_{u}(t_i) \nonumber\\
- &= \prod_{u=1}^{N} \exp\left(-\int_0^T \lambda_{u}(s) ds\right)
- \prod_{i=1}^{\vert\mathcal{D}_u\vert} f_{u}(p_i | t_i) \lambda_{u}(t_i) \nonumber
- \\
- &= \prod_{u=1}^{N} \exp\left(-\int_0^T \lambda_{u}(s) ds\right)
- \prod_{u=1}^{N} \prod_{i=1}^{\vert\mathcal{D}_u\vert} f_{u}(p_i | t_i) \lambda_{u}(t_i) \nonumber \\
- &=\exp\left(-\int_0^T \sum_{u=1}^N \lambda_u(s) ds \right) \prod_{i=1}^K \lambda_{u_i}(t_i) f_{u_i}(p_i|t_i) \nonumber
- \end{align}
-
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