Coxian-approximating Representation on Heavy-tailed Data

Fei Han · Journal of Xinxiang University · 2011

We studied a Coxian-representation problem on Heavy-tailed data and established the nonlinear programming model to analyze the related parameter of the Coxian probability distribution.Using genetic algorithm and corresponding iterative steps,we can solve the model.Especially,a distance measure formula is proposed to analyze error resulting from different order and the Coxian distribution with optimal order is found.Simulation with Matlab software indicates that the outcome is good.

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