Estimation of the probability density parameters of the interval duration between events in correlated synchronous generalized flow of the second order L. Nezhelskaya, M. Pagano, E. Sidorova
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ArticleSubject(s): обобщенный синхронный поток событий второго порядка | дважды стохастические потоки | плотность вероятности | оценка параметров | метод моментовGenre/Form: статьи в сборниках Online resources: Click here to access online
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Information Technologies and Mathematical Modelling. Queueing Theory and Applications : 18th International Conference, ITMM 2019, named after A. F. Terpugov, Saratov, Russia, June 26-30, 2019 : revised selected papers P. 202-216Abstract: We consider the problem of estimating the probability density parameters of the interval duration values between adjacent moments of occurrence of events in correlated synchronous generalized doubly stochastic event flow of the second order under conditions of its complete observability. The explicit form of parameter estimates is found by the method of moments and the quality of estimates within the selected criteria is established through the work of the flow simulation model. Finally, numerical results of statistical experiments obtained using computational analytical formulas and simulation modeling are given.
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We consider the problem of estimating the probability density parameters of the interval duration values between adjacent moments of occurrence of events in correlated synchronous generalized doubly stochastic event flow of the second order under conditions of its complete observability. The explicit form of parameter estimates is found by the method of moments and the quality of estimates within the selected criteria is established through the work of the flow simulation model. Finally, numerical results of statistical experiments obtained using computational analytical formulas and simulation modeling are given.
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