Bayesian inference for double Pareto lognormal queues
From MaRDI portal
Publication:614174
DOI10.1214/10-AOAS336zbMath1202.62041arXiv1011.3411MaRDI QIDQ614174
Michael P. Wiper, Rosa Elvira Lillo, Pepa Ramírez-Cobo, Simon P. Wilson
Publication date: 27 December 2010
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.3411
62F10: Point estimation
62F15: Bayesian inference
60K25: Queueing theory (aspects of probability theory)
Related Items
AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION, On modelling asymmetric data using two-piece sinh-arcsinh distributions, A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions, Bayesian inference for double Pareto lognormal queues, Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions, Fitting procedure for the two-state batch Markov modulated Poisson process, Decision making under uncertain and dependent system rates in service systems, A survey of parameter and state estimation in queues, Analysis of an aggregate loss model in a Markov renewal regime, Time series interpolation via global optimization of moments fitting
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bayesian inference for double Pareto lognormal queues
- Regression with response distributions of Pareto-type
- Bayesian control of the number of servers in a \(\mathrm{GI}/\mathrm{M}/c\) queueing system
- Burr regression and portfolio segmentation
- Bayesian analysis of \(Er/M/1\) and \(Er/M/c\) queues
- Bayesian prediction in \(M/M/1\) queues
- Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
- Appendix: A primer on heavy-tailed distributions
- Internet-Type Queues with Power-Tailed Interarrival Times and Computational Methods for Their Analysis
- An Algorithm to Compute the Waiting Time Distribution for the M/G/1 Queue
- Waiting-Time Distribution of M/DN/1 Queues Through Numerical Laplace Inversion
- The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
- Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process
- Statistics of Extremes