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Bivariate statistical analysis of TCP-flow sizes and durations

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  • Natalia Markovich
  • Jorma Kilpi

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. Copyright Springer Science+Business Media, LLC 2009

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  • Natalia Markovich & Jorma Kilpi, 2009. "Bivariate statistical analysis of TCP-flow sizes and durations," Annals of Operations Research, Springer, vol. 170(1), pages 199-216, September.
    • Handle: RePEc:spr:annopr:v:170:y:2009:i:1:p:199-216:10.1007/s10479-009-0531-6
    DOI: 10.1007/s10479-009-0531-6
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    1. Castellana, J. V. & Leadbetter, M. R., 1986. "On smoothed probability density estimation for stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 179-193, February.
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    1. Rosella Castellano & Roy Cerqueti & Giulia Rotundo, 2020. "Exploring the financial risk of a temperature index: a fractional integrated approach," Annals of Operations Research, Springer, vol. 284(1), pages 225-242, January.

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