DocumentCode
3211698
Title
On-line estimation of the tail index for heavy-tailed distributions with application to WWW-traffic
Author
Markovich, Natalia M.
Author_Institution
Inst. of Control Sci., Russian Acad. of Sci., Moscow, Russia
fYear
2005
fDate
18-20 April 2005
Firstpage
388
Lastpage
395
Abstract
An important problem connected with the heavy-tailed probability density function (PDF) and high quantile estimation is the estimation of the tail index. The recursive estimator of the tail index is investigated and its accuracy is obtained. The parameter of this estimator is calculated by bootstrap method.
Keywords
Internet; Web sites; probability; telecommunication traffic; WWW-traffic; bootstrap method; heavy-tailed PDF; on-line estimation; parameter estimation; probability density function; quantile estimation; tail index estimation; Parameter estimation; Probability density function; Probability distribution; Random variables; Recursive estimation; Shape measurement; Size measurement; Statistical distributions; Tail; World Wide Web;
fLanguage
English
Publisher
ieee
Conference_Titel
Next Generation Internet Networks, 2005
Print_ISBN
0-7803-8900-X
Type
conf
DOI
10.1109/NGI.2005.1431692
Filename
1431692
Link To Document