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

Russian Academy of Sciences (RAS)

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

6 Citations (Scopus)

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
Publication status	Published - 2009
MoE publication type	A1 Journal article-refereed

Keywords

TCP-flow
Extreme value distribution
Pickands function

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10.1007/s10479-009-0531-6

Cite this

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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{\textquoteright}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.",

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AU - Kilpi, Jorma

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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 - TCP-flow

KW - Extreme value distribution

KW - Pickands function

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DO - 10.1007/s10479-009-0531-6

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JO - Annals of Operations Research

JF - Annals of Operations Research

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Bivariate statistical analysis of TCP-flow sizes and durations

Abstract

Keywords

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