This study compares the accuracy of point estimators based on the Lomax distribution with those for lognormal and Weibull file-size distributions.
Jan 1, 2003 · In particular, we focus on how a heavy-tailed file-size (service-time) distribution F affects estimation, from simulation-generated data, of the ...
This study compares the accuracy of point estimators based on the Lomax distribution with those for lognormal and Weibull file-size distributions whose ...
Fishman, G. S., & Adan, I. J. B. F. (2003). How heavy-tailed distributions affect simulation-generated time averages. (SPOR-Report : reports in statistics, ...
How Heavy-Tailed Distributions Affect Simulation-Generated Time Averages. ヘビーテールを持つ分布はシミュレーション生成型時間平均にどのように影響を及ぼすか.
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How do you know if a distribution is heavy tailed?
Is exponential distribution heavy tailed?
Thus, when service times are drawn from a heavy-tailed distribution, many properties of this queue (mean queue length, mean waiting time) are infinite.
5. Simulations with heavy-tailed input require very long time to reach steady state and even then the variance can be large.
This paper discusses inadequacy of GARCH(1,1) model as a “data generating process” for the data. Page 5. Extremes and Time Series Modeling. Two strategies for ...
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A heavy-tailed distribution is one where the tail probability or survival function (see above) decays polynomially.
Abstract: It has been shown that some macroeconomic time series, especially those where outliers could be present, can be well modelled using heavy tailed.