A truncated bivariate generalized Pareto distribution
Following up the recent work of Ali and Nadarajah [M.M. Ali, S. Nadarajah, A truncated Pareto distribution, Computer Communications, in press], we introduce a truncated version of the bivariate generalized Pareto distribution - the most commonly known longtailed distribution - which possesses finite moments of all orders and could therefore be a better model for communication networks. Explicit expressions are derived for the product moments of the truncated distribution. An estimation procedure based on the method of maximum likelihood is also provided. (C) 2007 Elsevier B.V. All rights reserved.
bivariate generalized pareto distribution moments communication networks truncated ditribution