Bivariate statistical analysis of TCP-flow sizes and durations

Natalia M. Markovich; Jorma Kilpi

doi:10.1007/s10479-009-0531-6

Bivariate statistical analysis of TCP-flow sizes and durations

Natalia M. Markovich
, Jorma Kilpi

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand's dependence A-function. We estimate the A-function to measure the dependencies of random pairs: TCP-flow size and duration, the rate of TCP-flow and size, as well as the rate and duration. We provide a method to test that the achieved estimate of A-function is good and perform the analysis with one concrete data example.

Original language	English
Pages (from-to)	199-216
Number of pages	18
Journal	Annals of Operations Research
Volume	170
Issue number	1
DOIs	https://doi.org/10.1007/s10479-009-0531-6
State	Published - 1 Sep 2009
Externally published	Yes

Keywords

Extreme value distribution
Pickands function
TCP-flow

ASJC Scopus subject areas

General Decision Sciences
Management Science and Operations Research

Access to Document

10.1007/s10479-009-0531-6

Cite this

@article{c2865287075449b6888ba6d057f3f91a,

title = "Bivariate statistical analysis of TCP-flow sizes and durations",

abstract = "We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand's dependence A-function. We estimate the A-function to measure the dependencies of random pairs: TCP-flow size and duration, the rate of TCP-flow and size, as well as the rate and duration. We provide a method to test that the achieved estimate of A-function is good and perform the analysis with one concrete data example.",

keywords = "Extreme value distribution, Pickands function, TCP-flow",

author = "Markovich, \{Natalia M.\} and Jorma Kilpi",

year = "2009",

month = sep,

day = "1",

doi = "10.1007/s10479-009-0531-6",

language = "English",

volume = "170",

pages = "199--216",

journal = "Annals of Operations Research",

issn = "0254-5330",

publisher = "Springer Netherlands",

number = "1",

}

TY - JOUR

T1 - Bivariate statistical analysis of TCP-flow sizes and durations

AU - Markovich, Natalia M.

AU - Kilpi, Jorma

PY - 2009/9/1

Y1 - 2009/9/1

N2 - We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand's dependence A-function. We estimate the A-function to measure the dependencies of random pairs: TCP-flow size and duration, the rate of TCP-flow and size, as well as the rate and duration. We provide a method to test that the achieved estimate of A-function is good and perform the analysis with one concrete data example.

AB - We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand's dependence A-function. We estimate the A-function to measure the dependencies of random pairs: TCP-flow size and duration, the rate of TCP-flow and size, as well as the rate and duration. We provide a method to test that the achieved estimate of A-function is good and perform the analysis with one concrete data example.

KW - Extreme value distribution

KW - Pickands function

KW - TCP-flow

UR - https://www.scopus.com/pages/publications/65049091270

U2 - 10.1007/s10479-009-0531-6

DO - 10.1007/s10479-009-0531-6

M3 - Article

AN - SCOPUS:65049091270

SN - 0254-5330

VL - 170

SP - 199

EP - 216

JO - Annals of Operations Research

JF - Annals of Operations Research

IS - 1

ER -

Bivariate statistical analysis of TCP-flow sizes and durations

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this