An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials
DOI10.1287/IJOC.1100.0443zbMATH Open1465.62043OpenAlexW2160558046MaRDI QIDQ2815428FDOQ2815428
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
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Exact distribution theory in statistics (62E15) Large deviations (60F10) Statistics of extreme values; tail inference (62G32)
Cites Work
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- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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- On the Laplace transform of the Pareto distribution
- Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
- Characterizations of generalized hyperexponential distribution functions
- An algorithm to compute the waiting time distribution for the \(M/G/1\) queue
- PIECEWISE POLYNOMIAL APPROXIMATIONS FOR HEAVY-TAILED DISTRIBUTIONS IN QUEUEING ANALYSIS
- Appendix: A primer on heavy-tailed distributions
- Sufficient Conditions for a Mixture of Exponentials to be a Probability Density Function
- Approximation with generalized hyperexponential distributions: Weak convergence results
- A note on generalized hyperexponential distributions
Cited In (7)
- Alternative analysis of finite-time probability distributions of renewal theory
- Nakagami distribution with heavy tails and applications to mining engineering data
- Generalized Cauchy model of sea level fluctuations with long-range dependence
- Fitting phase-type scale mixtures to heavy-tailed data and distributions
- Approximations for the queue length distributions of time-varying many-server queues
- On the service time in a workload-barrier \(\mathrm{M}/\mathrm{G}/1\) queue with accepted and blocked customers
- On \(1/f\) noise
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