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611,202
Negative Weibull taildistributions
, 2013
"... We propose a new family of distributions referred to as Weibull taildistributions. This family is designed to model left tails with exponential behavior. The exponent can be estimated using inference procedures adapted from the Weibull taildistributions literature. Let us define a negative Weibull ..."
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We propose a new family of distributions referred to as Weibull taildistributions. This family is designed to model left tails with exponential behavior. The exponent can be estimated using inference procedures adapted from the Weibull taildistributions literature. Let us define a negative Weibull
Evidence for longtailed distributions in the Internet
 In Proceedings of ACM SIGCOMM Internet Measurment Workshop
, 2001
"... We review evidence that Internet traffic is characterized by longtailed distributions of interarrival times, transfer times, burst sizes and burst lengths. We propose a new statistical technique for identifying longtailed distributions, and apply it to a variety of datasets collected on the Intern ..."
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Cited by 43 (0 self)
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We review evidence that Internet traffic is characterized by longtailed distributions of interarrival times, transfer times, burst sizes and burst lengths. We propose a new statistical technique for identifying longtailed distributions, and apply it to a variety of datasets collected
Fitting Mixtures Of Exponentials To LongTail Distributions To Analyze Network Performance Models
, 1997
"... Traffic measurements from communication networks have shown that many quantities characterizing network performance have longtail probability distributions, i.e., with tails that decay more slowly than exponentially. File lengths, call holding times, scene lengths in MPEG video streams, and interva ..."
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Cited by 206 (14 self)
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Traffic measurements from communication networks have shown that many quantities characterizing network performance have longtail probability distributions, i.e., with tails that decay more slowly than exponentially. File lengths, call holding times, scene lengths in MPEG video streams
Heavytailed distributions and rating
 ASTIN Bulletin
, 2001
"... In this paper we consider the problem raised in the Astin Bulletin (1999) by Prof. Benktander at the occasion of his 80th birthday concerning the choice of an appropriate claim size distribution in connection with reinsurance rating problems. Appropriate models for large claim distributions play a c ..."
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Cited by 4 (0 self)
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in the tails and in more central portions of the claim distribution. To this end we propose a parametric model, termed the generalised Burrgamma distribution, which possesses such flexibility. Throughout we consider a Norwegian fire insurance portfolio data set in order to illustrate the concepts. A small
HeavyTailed Distributions in Combinatorial Search
, 1997
"... Combinatorial search methods often exhibit a large variability in performance. We study the cost profiles of combinatorial search procedures. Our study reveals some intriguing properties of such cost profiles. The distributions are often characterized by very long tails or "heavy tails". W ..."
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Cited by 76 (14 self)
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Combinatorial search methods often exhibit a large variability in performance. We study the cost profiles of combinatorial search procedures. Our study reveals some intriguing properties of such cost profiles. The distributions are often characterized by very long tails or "heavy tails
On Tail Distribution Of Interpost Distance
 JOURNAL OF COMBINATORIAL THEORY SERIES B
, 1999
"... A partial order on Z obtained by taking the transitive closure of a random relation < j and there is an edge ij} is studied. Randomness stems from postulating that an edge ij exists with probability p , independently of all other edges. While studying the random order on the subset [n] , Alon ..."
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Cited by 2 (0 self)
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et al. introduced a remarkable notion of a post, defined as an element in Z comparable to all other elements in the random order. In particular they proved that the interpost distance L has a distribution with a tail Pr(L > x) decreasing at an exponential rate x at least, whence having all
Pitfalls in Using Weibull Tailed Distributions
, 2009
"... By assuming that the underlying distribution belongs to the domain of attraction of an extreme value distribution, one can extrapolate the data to a far tail region so that a rare event can be predicted. However, when the distribution is in the domain of attraction of a Gumbel distribution, the extr ..."
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Cited by 3 (0 self)
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By assuming that the underlying distribution belongs to the domain of attraction of an extreme value distribution, one can extrapolate the data to a far tail region so that a rare event can be predicted. However, when the distribution is in the domain of attraction of a Gumbel distribution
Heavy–Tailed Distributions
"... Nonlinear mixed–effects models are very useful to analyze repeated measures data and are used in a variety of applications. Normal distributions for random effects and residual errors are usually assumed, but such assumptions make inferences vulnerable to the presence of outliers. In this work, we i ..."
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introduce an extension of a normal nonlinear mixed–effects model considering a subclass of elliptical contoured distributions for both random effects and residual errors. This elliptical subclass, the scale mixtures of normal (SMN) distributions, includes heavy–tailed multivariate distributions
1 Isoperimetry for product of heavy tails distributions
"... Extending an approach by Bobkov we obtain some isoperimetric inequalities for product of heavy tails distributions. ..."
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Cited by 1 (1 self)
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Extending an approach by Bobkov we obtain some isoperimetric inequalities for product of heavy tails distributions.
Powerlaw distributions in empirical data
 ISSN 00361445. doi: 10.1137/ 070710111. URL http://dx.doi.org/10.1137/070710111
, 2009
"... Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur in the t ..."
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Cited by 589 (7 self)
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in the tail of the distribution. In particular, standard methods such as leastsquares fitting are known to produce systematically biased estimates of parameters for powerlaw distributions and should not be used in most circumstances. Here we describe statistical techniques for making accurate parameter
Results 1  10
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611,202