An Algorithm for Fitting Heavy-Tailed Distributions via Generalized Hyperexponentials

DOI10.1287/ijoc.1100.0443zbMath1465.62043OpenAlexW2160558046MaRDI QIDQ2815428

Mei Ling Huang, Kaiqi Yu, 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

hyperexponential distributionheavy-tailed distributiongeneralized hyperexponential distributionfitting algorithm

Mathematics Subject Classification ID

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

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Cites Work

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• On the Laplace transform of the Pareto distribution
• Approximation with generalized hyperexponential distributions: Weak convergence results
• Appendix: A primer on heavy-tailed distributions
• An Algorithm to Compute the Waiting Time Distribution for the M/G/1 Queue
• A note on generalized hyperexponential distributions
• Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
• PIECEWISE POLYNOMIAL APPROXIMATIONS FOR HEAVY-TAILED DISTRIBUTIONS IN QUEUEING ANALYSIS
• Characterizations of generalized hyperexponential distribution functions
• Sufficient Conditions for a Mixture of Exponentials to be a Probability Density Function
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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