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dc.contributor.authorAndronov, Alexander
dc.contributor.authorSpiridovska, Nadezhda
dc.contributor.authorThordarson, Diana Santalova
dc.date.accessioned2024-01-29T09:54:22Z
dc.date.available2024-01-29T09:54:22Z
dc.date.issued2023-07-28
dc.description.abstractBroad application of the continuous-time Markov chain is caused by memoryless property of exponential distribution. An employment of non-exponential distributions leads to remarkable analytical difficulties. The usage of arbitrary non-negative density approximation by a convolution of exponential densities is a way of considerable interest. Two aspects of the problem solution are considered. First, the parametrical estimation of the convolution on the basis of given statistical data. Second, an approximation of fixed non-negative density. An approximation and estimation are performed by the method of the moments, maximum likelihood method, and fitting of a density. An empirical analysis of different approaches has been performed with the use of simulation. The efficiency of the considered approach is illustrated by the task of the queuing theory.en_US
dc.descriptionAndronov, A., Spiridovska, N., Santalova, D. (2023). On a Parametric Estimation for a Convolution of Exponential Densities. In: Pilz, J., Melas, V.B., Bathke, A. (eds) Statistical Modeling and Simulation for Experimental Design and Machine Learning Applications. SimStat 2019. Contributions to Statistics. Springer, Cham.en_US
dc.identifier.citationAndronov A, Spiridovska, Thordarson D: On a Parametric Estimation for a Convolution of Exponential Densities. In: Pilz J, Melas, Bathke. Statistical Modeling and Simulation for Experimental Design and Machine Learning Applications. SimStat 2019. , 2023. Springer p. 181-195en_US
dc.identifier.cristinIDFRIDAID 2189431
dc.identifier.doihttps://doi.org/10.1007/978-3-031-40055-1_9
dc.identifier.isbn978-3-031-40055-1
dc.identifier.issn1431-1968
dc.identifier.urihttps://hdl.handle.net/10037/32753
dc.language.isoengen_US
dc.publisherSpringer Natureen_US
dc.relation.ispartofseriesContributions to Statisticsen_US
dc.rights.accessRightsopenAccessen_US
dc.rights.holderCopyright 2023 The Author(s)en_US
dc.titleOn a Parametric Estimation for a Convolution of Exponential Densitiesen_US
dc.type.versionacceptedVersionen_US
dc.typeChapteren_US
dc.typeBokkapittelen_US


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