Title: Applications of an algorithm for solving Fredholm equations of the first kind,
Abstract: In this paper we use an iterative algorithm for solving Fredholm equations of
the first kind. The basic algorithm is known and is based on an EM algorithm
when involved functions are non-negative and integrable. With this algorithm we
demonstrate two examples involving the estimation of a mixing density and a
first passage time density function involving Brownian motion. We also develop
the basic algorithm to include functions which are not necessarily non-negative
and again present illustrations under this scenario. A self contained proof of
convergence of all the algorithms employed is presented.