Annals of Operations Research

, Volume 170, Issue 1, pp 199–216

Bivariate statistical analysis of TCP-flow sizes and durations


DOI: 10.1007/s10479-009-0531-6

Cite this article as:
Markovich, N.M. & Kilpi, J. Ann Oper Res (2009) 170: 199. doi:10.1007/s10479-009-0531-6


We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand’s dependence A-function. We estimate the A-function to measure the dependencies of random pairs: TCP-flow size and duration, the rate of TCP-flow and size, as well as the rate and duration. We provide a method to test that the achieved estimate of A-function is good and perform the analysis with one concrete data example.


TCP-flow Extreme value distribution Pickands function 

Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  1. 1.Institute of Control SciencesRussian Academy of SciencesMoscowRussia
  2. 2.VTTVTTFinland

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