Recent content by mloo01

Yes that's great thank you

I have a question that is confusing me. If traffic in a network is being generated from a Pareto distribution, And I am estimating this traffic rate at each packet arrival, If I was to take the previous x estimated rates as a sample of data, Would the distribution of these estimated rates...

Your last explanation was very helpful. I would like however to compute the probability $P\{ X< \gamma\}$ Can I follow an approach similar to yours above? I had been thinking of following the following approach: P1=integral(A(x)) over [0,x] where A(x) is the inverse gamma distribution...

Thank you for your reply, that is most helpful

On reflection I was thinking - Is the same true if I am integrating over a definite integral from 0 to a constant?

Thank you very much!

Hi, I am trying to solve the integral of the Inverse Gamma Distribution. Does this equate to 1 as it is a pdf? Thanks

The exponentially weighted moving average is essentially a first order low pass filter: y(t)=(1-a)*y(t-1) + a*u(t) where y(t) is the present filter output, u(t) is the present filter input, y(t-1) is the filter output at the previous time and a is the smoothing factor or filter parameter...