APPROXIMATION OF PROBABILITY DISTRIBUTIONS IN QUEUEING MODELS

For probability distributions with variation coefficient, not equal to unity, mathematical dependences for approximating distributions on the basis of first two moments are derived by making use of multi exponential distributions. It is proposed to approximate distributions with coefficient of varia...

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Bibliographic Details
Main Author: T. I. Aliev
Format: Article
Language:English
Published: Saint Petersburg National Research University of Information Technologies, Mechanics and Optics (ITMO University) 2013-03-01
Series:Naučno-tehničeskij Vestnik Informacionnyh Tehnologij, Mehaniki i Optiki
Subjects:
Online Access:http://openbooks.ifmo.ru/read_ntv/4127/4127.pdf
Description
Summary:For probability distributions with variation coefficient, not equal to unity, mathematical dependences for approximating distributions on the basis of first two moments are derived by making use of multi exponential distributions. It is proposed to approximate distributions with coefficient of variation less than unity by using hypoexponential distribution, which makes it possible to generate random variables with coefficient of variation, taking any value in a range (0; 1), as opposed to Erlang distribution, having only discrete values of coefficient of variation.
ISSN:2226-1494
2500-0373