| dc.contributor.author | WILSON, SIMON PAUL | en |
| dc.date.accessioned | 2010-08-23T10:56:38Z | |
| dc.date.available | 2010-08-23T10:56:38Z | |
| dc.date.issued | 2010 | en |
| dc.date.submitted | 2010 | en |
| dc.identifier.citation | Pepa Ramirez Cobo, Rosa E. Lillo, Simon P. Wilson and Michael P. Wiper, Bayesian inference for double Pareto lognormal queues, Annals of Applied Statistics, 4, 3, 2010, 1533 - 1557 | en |
| dc.identifier.other | Y | en |
| dc.description | PUBLISHED | en |
| dc.description.abstract | In this article we describe a method for carrying out Bayesian inference for the double
Pareto lognormal (dPlN) distribution which has recently been proposed as a model for
heavy-tailed phenomena. We apply our approach to inference for the dPlN/M/1 and
M/dPlN/1 queueing systems. These systems cannot be analyzed using standard
techniques due to the fact that the dPlN distribution does not posses a Laplace transform
in closed form. This difficulty is overcome using some recent approximations for the
Laplace transform for the Pareto/M/1 system. Our procedure is illustrated with
applications in internet traffic analysis and risk theory. | en |
| dc.format.extent | 1533 | en |
| dc.format.extent | 1557 | en |
| dc.language.iso | en | en |
| dc.relation.ispartofseries | Annals of Applied Statistics | en |
| dc.relation.ispartofseries | 4 | en |
| dc.relation.ispartofseries | 3 | en |
| dc.rights | Y | en |
| dc.subject | Statistics and probability | en |
| dc.subject | Bayesian inference | en |
| dc.title | Bayesian inference for double Pareto lognormal queues | en |
| dc.type | Journal Article | en |
| dc.type.supercollection | scholarly_publications | en |
| dc.type.supercollection | refereed_publications | en |
| dc.identifier.peoplefinderurl | http://people.tcd.ie/swilson | en |
| dc.identifier.rssinternalid | 63353 | en |
| dc.identifier.rssuri | http://e-archivo.uc3m.es/bitstream/10016/1316/1/ws080402.pdf | en |
| dc.identifier.uri | http://hdl.handle.net/2262/40572 | |
