Re: [R] Fitting inter-arrival time data

2003-07-01 Thread Adelchi Azzalini
On Tuesday 01 July 2003 05:16, M. Edward Borasky wrote: Unfortunately, the data are *non-negative*, not strictly positive. Zero is a valid and frequent inter-arrival time. It is, IIRC, the most likely value of a (negative) exponential distribution. Not really. Zero+ is the value with highest

Re: [R] Fitting inter-arrival time data

2003-07-01 Thread Adelchi Azzalini
the two parts into      Y = p * 0 + (1-p) * X where p is the proportion of 0's, and X represents the  continuous component of the random variable. I must amend myself... what I should have written is Y = I * 0 + (1-I) * X where I is a Bernoulli random variable with probability p of success

Re: [R] Fitting inter-arrival time data

2003-06-30 Thread Prof Brian Ripley
On Sun, 29 Jun 2003, M. Edward Borasky wrote: I have a collection of data which includes inter-arrival times of requests to a server. What I've done so far with it is use sm.density to explore the distribution, which found two large peaks. However, the peaks are made up of Gaussians, and

Re: [R] Fitting inter-arrival time data

2003-06-30 Thread Adelchi Azzalini
On Monday 30 June 2003 01:23, M. Edward Borasky wrote: I have a collection of data which includes inter-arrival times of requests to a server. What I've done so far with it is use sm.density to explore the distribution, which found two large peaks. However, the peaks are made up of Gaussians,

RE: [R] Fitting inter-arrival time data

2003-06-30 Thread M. Edward Borasky
Unfortunately, the data are *non-negative*, not strictly positive. Zero is a valid and frequent inter-arrival time. It is, IIRC, the most likely value of a (negative) exponential distribution. -- M. Edward (Ed) Borasky mailto:[EMAIL PROTECTED] http://www.borasky-research.net Suppose that

RE: [R] Fitting inter-arrival time data

2003-06-30 Thread M. Edward Borasky
Thanks!! It does look like the easiest thing is direct ML; the code for a normal mixture is in the book, so all I have to do is modify that for a sum of a hyper-exponential, for which I have an approximate mean and CV, and a normal, for which I have an approximate mean and SD. I have two big

[R] Fitting inter-arrival time data

2003-06-29 Thread M. Edward Borasky
I have a collection of data which includes inter-arrival times of requests to a server. What I've done so far with it is use sm.density to explore the distribution, which found two large peaks. However, the peaks are made up of Gaussians, and that's not really correct, because the inter-arrival