Heavy tails

• Fit four different distributions for three observations:

  • Step 1: estimate the parameter of the distribution
    • maximum likelihood estimators.
  • Step 2: find the best distribution:
    • visualization of the cumulative distribution curve
    • goodness-of-fit measures (discrepancy estimate).

Reference: Vern Paxson, “Empirical derived analytic models of wide-area TCP connections,” IEEE/ACM Transactions on Networking, vol. 2, no. 4, pp. 316-336, February 1994.

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