An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials

DOI10.1287/IJOC.1100.0443MaRDI QIDQ2815428zbMATH OpenOpenAlexFDO

Authors Kaiqi Yu, Mei-Ling Huang, Percy H. Brill

Publication date 29 June 2016

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.1100.0443

zbMATH Keywords

fitting algorithmgeneralized hyperexponential distributionheavy-tailed distributionhyperexponential distribution

Mathematics Subject Classification ID

Large deviations (60F10) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)

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Cites work

• A note on generalized hyperexponential distributions
• An algorithm to compute the waiting time distribution for the M/G/1 queue
• Appendix: A primer on heavy-tailed distributions
• Approximation with generalized hyperexponential distributions: Weak convergence results
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Characterizations of generalized hyperexponential distribution functions
• Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
• scientific article; zbMATH DE number 1183924 (Why is no real title available?)
• scientific article; zbMATH DE number 5204924 (Why is no real title available?)
• On the Laplace transform of the Pareto distribution
• PIECEWISE POLYNOMIAL APPROXIMATIONS FOR HEAVY-TAILED DISTRIBUTIONS IN QUEUEING ANALYSIS
• Sufficient Conditions for a Mixture of Exponentials to be a Probability Density Function

Cited in

(7)

• On 1/f noise
• Generalized Cauchy model of sea level fluctuations with long-range dependence
• On the service time in a workload-barrier \(\mathrm{M}/\mathrm{G}/1\) queue with accepted and blocked customers
• Approximations for the queue length distributions of time-varying many-server queues
• Alternative analysis of finite-time probability distributions of renewal theory
• Fitting phase-type scale mixtures to heavy-tailed data and distributions
• Nakagami distribution with heavy tails and applications to mining engineering data

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