重尾数据的混合Erlang分布拟合方法

Mixed-Erlang Distribution Fitting for Heavy-tailed Data

PH分布具有良好的解析性质,重尾数据的PH近似是随机模型分析中的重要课题。混合Erlang分布是一种常见的PH分布,本文利用EM方法给出了重尾数据的混合Erlang分布拟合算法,通过Matlab软件对两类常见重尾数据进行实验,结果令人满意。最后,文章对混合Erlang分布拟合算法的进一步改进做了总结。

Phase distribution has remarkable analytic properties, so Ph-approximation for heavy-tailed data is an important topic in the area of stochastic model analysis. Mixed-Erlang distribution is a familiar probability distribution. With EM algorithm, a fitting method for heavy-tailed data is introduced in this article. Matlab experi- ments on two kinds of heavy-tailed data indicate that the fitting is good. Finally, the article summarizes the further improvement for the Mixed-Erlang distribution algorithm.