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1[section:hyperexponential_dist Hyperexponential Distribution]
2
3[import ../../example/hyperexponential_snips.cpp]
4[import ../../example/hyperexponential_more_snips.cpp]
5
6``#include <boost/math/distributions/hyperexponential.hpp>``
7
8 namespace boost{ namespace math{
9
10 template <typename RealType = double,
11 typename ``__Policy`` = ``__policy_class`` >
12 class hyperexponential_distribution;
13
14 typedef hyperexponential_distribution<> hyperexponential;
15
16 template <typename RealType, typename ``__Policy``>
17 class hyperexponential_distribution
18 {
19 public:
20 typedef RealType value_type;
21 typedef Policy policy_type;
22
23 // Constructors:
24 hyperexponential_distribution(); // Default.
25
26 template <typename RateIterT, typename RateIterT2>
27 hyperexponential_distribution( // Default equal probabilities.
28 RateIterT const& rate_first,
29 RateIterT2 const& rate_last); // Rates using Iterators.
30
31 template <typename ProbIterT, typename RateIterT>
32 hyperexponential_distribution(ProbIterT prob_first, ProbIterT prob_last,
33 RateIterT rate_first, RateIterT rate_last); // Iterators.
34
35 template <typename ProbRangeT, typename RateRangeT>
36 hyperexponential_distribution(ProbRangeT const& prob_range,
37 RateRangeT const& rate_range); // Ranges.
38
39 template <typename RateRangeT>
40 hyperexponential_distribution(RateRangeT const& rate_range);
41
42 #if !defined(BOOST_NO_CXX11_HDR_INITIALIZER_LIST) // C++11 initializer lists supported.
43 hyperexponential_distribution(std::initializer_list<RealType> l1, std::initializer_list<RealType> l2);
44 hyperexponential_distribution(std::initializer_list<RealType> l1);
45 #endif
46
47 // Accessors:
48 std::size_t num_phases() const;
49 std::vector<RealType> probabilities() const;
50 std::vector<RealType> rates() const;
51 };
52
53 }} // namespaces
54
55[note An implementation-defined mechanism is provided to avoid
56ambiguity between constructors accepting ranges, iterators and constants as parameters.
57This should be transparent to the user.
58See below and the header file hyperexponential.hpp for details and explanatory comments.]
59
60The class type `hyperexponential_distribution` represents a [@http://en.wikipedia.org/wiki/Hyperexponential_distribution hyperexponential distribution].
61
62A /k/-phase hyperexponential distribution is a [@http://en.wikipedia.org/wiki/Continuous_probability_distribution continuous probability distribution] obtained as a mixture of /k/ [link math_toolkit.dist_ref.dists.exp_dist Exponential Distribution]s.
63It is also referred to as /mixed exponential distribution/ or parallel /k-phase exponential distribution/.
64
65A /k/-phase hyperexponential distribution is characterized by two parameters, namely a /phase probability vector/ ['[*[alpha]]=([alpha][sub 1],...,[alpha][sub k])] and a /rate vector/ ['[*[lambda]]=([lambda][sub 1],...,[lambda][sub k])].
66
67The [@http://en.wikipedia.org/wiki/Probability_density_function probability density function] for random variate /x/ in a hyperexponential distribution is given by:
68
69[equation hyperexponential_pdf]
70
71The following graph illustrates the PDF of the hyperexponential distribution with five different parameters, namely:
72
73# ['[*[alpha]]=(1.0)] and ['[*[lambda]]=(1.0)] (which degenerates to a simple exponential distribution),
74# ['[*[alpha]]=(0.1, 0.9)] and ['[*[lambda]]=(0.5, 1.5)],
75# ['[*[alpha]]=(0.9, 0.1)] and ['[*[lambda]]=(0.5, 1.5)],
76# ['[*[alpha]]=(0.2, 0.3, 0.5)] and ['[*[lambda]]=(0.5, 1.0, 1.5)],
77# ['[*[alpha]]=(0.5, 0.3, 0.2)] and ['[*[lambda]]=(0.5, 1.0, 1.5)].
78
79[graph hyperexponential_pdf]
80
81Also, the following graph illustrates the PDF of the hyperexponential distribution (solid lines) where only the /phase probability vector/ changes together with the PDF of the two limiting exponential distributions (dashed lines):
82
83# ['[*[alpha]]=(0.1, 0.9)] and ['[*[lambda]]=(0.5, 1.5)],
84# ['[*[alpha]]=(0.6, 0.4)] and ['[*[lambda]]=(0.5, 1.5)],
85# ['[*[alpha]]=(0.9, 0.1)] and ['[*[lambda]]=(0.5, 1.5)],
86# Exponential distribution with parameter ['[lambda]=0.5],
87# Exponential distribution with parameter ['[lambda]=1.5].
88
89As expected, as the first element ['[alpha][sub 1]] of the /phase probability vector/ approaches to /1/ (or, equivalently, ['[alpha][sub 2]] approaches to /0/), the resulting hyperexponential distribution nears the exponential distribution with parameter ['[lambda]=0.5].
90Conversely, as the first element ['[alpha][sub 2]] of the /phase probability vector/ approaches to /1/ (or, equivalently, ['[alpha][sub 1]] approaches to /0/), the resulting hyperexponential distribution nears the exponential distribution with parameter ['[lambda]=1.5].
91
92[graph hyperexponential_pdf_samerate]
93
94Finally, the following graph compares the PDF of the hyperexponential distribution with different number of phases but with the same mean value equal to /2/:
95
96# ['[*[alpha]]=(1.0)] and ['[*[lambda]]=(2.0)] (which degenerates to a simple exponential distribution),
97# ['[*[alpha]]=(0.5, 0.5)] and ['[*[lambda]]=(0.3, 1.5)],
98# ['[*[alpha]]=(1.0/3.0, 1.0/3.0, 1.0/3.0)] and ['[*[lambda]]=(0.2, 1.5, 3.0)],
99
100[graph hyperexponential_pdf_samemean]
101
102As can be noted, even if the three distributions have the same mean value, the two hyperexponential distributions have a /longer/ tail with respect to the one of the exponential distribution.
103Indeed, the hyperexponential distribution has a larger variability than the exponential distribution, thus resulting in a [@http://en.wikipedia.org/wiki/Coefficient_of_variation Coefficient of Variation] greater than /1/ (as opposed to the one of the exponential distribution which is exactly /1/).
104
105[h3 Applications]
106
107A /k/-phase hyperexponential distribution is frequently used in [@http://en.wikipedia.org/wiki/Queueing_theory queueing theory] to model the distribution of the superposition of /k/ independent events, like, for instance, the service time distribution of a queueing station with /k/ servers in parallel where the /i/-th server is chosen with probability ['[alpha][sub i]] and its service time distribution is an exponential distribution with rate ['[lambda][sub i]] (Allen,1990; Papadopolous et al.,1993; Trivedi,2002).
108
109For instance, CPUs service-time distribution in a computing system has often been observed to possess such a distribution (Rosin,1965).
110Also, the arrival of different types of customer to a single queueing station is often modeled as a hyperexponential distribution (Papadopolous et al.,1993).
111Similarly, if a product manufactured in several parallel assembly lines and the outputs are merged, the failure density of the overall product is likely to be hyperexponential (Trivedi,2002).
112
113Finally, since the hyperexponential distribution exhibits a high Coefficient of Variation (CoV), that is a CoV > 1, it is especially suited to fit empirical data with large CoV (Feitelson,2014; Wolski et al.,2013) and to approximate [@http://en.wikipedia.org/wiki/Long_tail long-tail probability distributions] (Feldmann et al.,1998).
114
115[/ Another possible example (work in progress):
116For instance, suppose that at the airport the company Foobar Airlines has a help desk with 3 different windows (servers) such that window A is for regional flights, window B is for international flights and window C is general customer care.
117From previous studies, it has been observed that each window is able to serve requests with the following timings:
118- window W1: 20 minutes, on average,
119- window W2: 30 minutes, on average, and
120- window W3: 10 minutes, on average.
121
122Furthermore, another airline company has a help desk with a single window.
123It has been observed that to the window can arrive three types of customers:
124- customer C1 (e.g., premium customer):
125- customer C2 (e.g., business customer):
126- customer C3 (e.g., regular customer):
127]
128
129[h3 Related distributions]
130
131* When the number of phases /k/ is equal to `1`, the hyperexponential distribution is simply an __exp_distrib.
132* When the /k/ rates are all equal to ['[lambda]], the hyperexponential distribution is simple an __exp_distrib with rate ['[lambda]].
133
134[h3 Examples]
135
136[h4 Lifetime of Appliances]
137
138Suppose a customer is buying an appliance and is choosing at random between an appliance with average lifetime of 10 years and an appliance with average lifetime of 12 years.
139Assuming the lifetime of this appliance follows an exponential distribution, the lifetime distribution of the purchased appliance can be modeled as a hyperexponential distribution with
140phase probability vector ['[*[alpha]]=(1/2,1/2)] and rate vector ['[*[lambda]]=(1/10,1/12)] (Wolfram,2014).
141
142In the rest of this section, we provide an example C++ implementation for computing the average lifetime and the probability that the appliance will work for more than 15 years.
143
144[hyperexponential_snip1]
145
146The resulting output is:
147
148 Average lifetime: 11 years
149 Probability that the appliance will work for more than 15 years: 0.254817
150
151
152[h4 Workloads of Private Cloud Computing Systems]
153
154[@http://en.wikipedia.org/wiki/Cloud_computing Cloud computing] has become a popular metaphor for dynamic and secure self-service access to computational and storage capabilities.
155In (Wolski et al.,2013), the authors analyze and model workloads gathered from enterprise-operated commercial [@http://en.wikipedia.org/wiki/Cloud_computing#Private_cloud private clouds] and show that 3-phase hyperexponential distributions (fitted using the [@http://en.wikipedia.org/wiki/Expectation%E2%80%93maximization_algorithm Expectation Maximization algorithm]) capture workload attributes accurately.
156
157In this type of computing system, user requests consist in demanding the provisioning of one or more [@http://en.wikipedia.org/wiki/Virtual_machine Virtual Machines] (VMs).
158In particular, in (Wolski et al.,2013) the workload experienced by each cloud system is a function of four distributions, one for each of the following workload attributes:
159
160* /Request Interarrival Time/: the amount of time until the next request,
161* /VM Lifetime/: the time duration over which a VM is provisioned to a physical machine,
162* /Request Size/: the number of VMs in the request, and
163* /Core Count/: the CPU core count requested for each VM.
164
165The authors assume that all VMs in a request have the same core count, but request sizes and core counts can vary from request to request.
166Moreover, all VMs within a request are assumed to have the same lifetime.
167Given these assumptions, the authors build a statistical model for the request interarrival time and VM lifetime attributes by fitting their respective data to a 3-phase hyperexponential distribution.
168
169In the following table, we show the sample mean and standard deviation (SD), in seconds, of the request interarrival time and of the VM lifetime distributions of the three datasets collected by authors:
170
171[table
172[[Dataset][Mean Request Interarrival Time (SD)][Mean Multi-core VM Lifetime (SD)][Mean Single-core VM Lifetime (SD)]]
173[[DS1][2202.1 (2.2e+04)][257173 (4.6e+05)][28754.4 (1.6e+05)]]
174[[DS2][41285.7 (1.1e+05)][144669.0 (7.9e+05)][599815.0 (1.7e+06)]]
175[[DS3][11238.8 (3.0e+04)][30739.2 (1.6e+05)][44447.8 (2.2e+05)]]
176]
177
178Whereas in the following table we show the hyperexponential distribution parameters resulting from the fit:
179
180[table
181[[Dataset][Request Interarrival Time][Multi-core VM Lifetime][Single-core VM Lifetime]]
182[[DS1][['[*[alpha]]=(0.34561,0.08648,0.56791), [*[lambda]]=(0.008,0.00005,0.02894)]][['[*[alpha]]=(0.24667,0.37948,0.37385), [*[lambda]]=(0.00004,0.000002,0.00059)]][['[*[alpha]]=(0.09325,0.22251,0.68424), [*[lambda]]=(0.000003,0.00109,0.00109)]]]
183[[DS2][['[*[alpha]]=(0.38881,0.18227,0.42892), [*[lambda]]=(0.000006,0.05228,0.00081)]][['[*[alpha]]=(0.42093,0.43960,0.13947), [*[lambda]]=(0.00186,0.00008,0.0000008)]][['[*[alpha]]=(0.44885,0.30675,0.2444), [*[lambda]]=(0.00143,0.00005,0.0000004)]]]
184[[DS3][['[*[alpha]]=(0.39442,0.24644,0.35914), [*[lambda]]=(0.00030,0.00003,0.00257)]][['[*[alpha]]=(0.37621,0.14838,0.47541), [*[lambda]]=(0.00498,0.000005,0.00022)]][['[*[alpha]]=(0.34131,0.12544,0.53325), [*[lambda]]=(0.000297,0.000003,0.00410)]]]
185]
186
187In the rest of this section, we provide an example C++ implementation for computing some statistical properties of the fitted distributions for each of the analyzed dataset.
188
189[hyperexponential_more_snip1]
190
191The resulting output (with floating-point precision set to 2) is:
192
193 ### DS1
194 * Fitted Request Interarrival Time
195 - Mean (SD): 2.2e+03 (8.1e+03) seconds.
196 - 99th Percentile: 4.3e+04 seconds.
197 - Probability that a VM will arrive within 30 minutes: 0.84
198 - Probability that a VM will arrive after 1 hour: 0.092
199 * Fitted Multi-core VM Lifetime
200 - Mean (SD): 2e+05 (3.9e+05) seconds.
201 - 99th Percentile: 1.8e+06 seconds.
202 - Probability that a VM will last for less than 1 month: 1
203 - Probability that a VM will last for more than 3 months: 6.7e-08
204 * Fitted Single-core VM Lifetime
205 - Mean (SD): 3.2e+04 (1.4e+05) seconds.
206 - 99th Percentile: 7.4e+05 seconds.
207 - Probability that a VM will last for less than 1 month: 1
208 - Probability that a VM will last for more than 3 months: 6.9e-12
209 ### DS2
210 * Fitted Request Interarrival Time
211 - Mean (SD): 6.5e+04 (1.3e+05) seconds.
212 - 99th Percentile: 6.1e+05 seconds.
213 - Probability that a VM will arrive within 30 minutes: 0.52
214 - Probability that a VM will arrive after 1 hour: 0.4
215 * Fitted Multi-core VM Lifetime
216 - Mean (SD): 1.8e+05 (6.4e+05) seconds.
217 - 99th Percentile: 3.3e+06 seconds.
218 - Probability that a VM will last for less than 1 month: 0.98
219 - Probability that a VM will last for more than 3 months: 0.00028
220 * Fitted Single-core VM Lifetime
221 - Mean (SD): 6.2e+05 (1.6e+06) seconds.
222 - 99th Percentile: 8e+06 seconds.
223 - Probability that a VM will last for less than 1 month: 0.91
224 - Probability that a VM will last for more than 3 months: 0.011
225 ### DS3
226 * Fitted Request Interarrival Time
227 - Mean (SD): 9.7e+03 (2.2e+04) seconds.
228 - 99th Percentile: 1.1e+05 seconds.
229 - Probability that a VM will arrive within 30 minutes: 0.53
230 - Probability that a VM will arrive after 1 hour: 0.36
231 * Fitted Multi-core VM Lifetime
232 - Mean (SD): 3.2e+04 (1e+05) seconds.
233 - 99th Percentile: 5.4e+05 seconds.
234 - Probability that a VM will last for less than 1 month: 1
235 - Probability that a VM will last for more than 3 months: 1.9e-18
236 * Fitted Single-core VM Lifetime
237 - Mean (SD): 4.3e+04 (1.6e+05) seconds.
238 - 99th Percentile: 8.4e+05 seconds.
239 - Probability that a VM will last for less than 1 month: 1
240 - Probability that a VM will last for more than 3 months: 9.3e-12
241
242[note The above results differ from the ones shown in Tables III, V, and VII of (Wolski et al.,2013).
243We carefully double-checked them with Wolfram Mathematica 10, which confirmed our results.]
244
245
246[h3 Member Functions]
247
248[h4 Default Constructor]
249
250 hyperexponential_distribution();
251
252Constructs a /1/-phase hyperexponential distribution (i.e., an exponential distribution) with rate `1`.
253
254
255[h4 Constructor from Iterators]
256
257 template <typename ProbIterT, typename RateIterT>
258 hyperexponential_distribution(ProbIterT prob_first, ProbIterT prob_last,
259 RateIterT rate_first, RateIterT rate_last);
260
261Constructs a hyperexponential distribution with /phase probability vector/ parameter given
262by the range defined by \[`prob_first`, `prob_last`) iterator pair, and /rate vector/ parameter
263given by the range defined by the \[`rate_first`, `rate_last`) iterator pair.
264
265[h5 Parameters]
266
267* `prob_first`, `prob_last`: the range of non-negative real elements representing the phase probabilities; elements are normalized to sum to unity.
268* `rate_first`, `rate_last`: the range of positive elements representing the rates.
269
270[h5 Type Requirements]
271
272[itemized_list [`ProbIterT`, `RateIterT`: must meet the requirements of the [@http://en.cppreference.com/w/cpp/concept/InputIterator InputIterator] concept.]]
273
274[h5 Example]
275
276[hyperexponential_snip2]
277
278[h4 Construction from Ranges/Containers]
279
280 template <typename ProbRangeT, typename RateRangeT>
281 hyperexponential_distribution(ProbRangeT const& prob_range,
282 RateRangeT const& rate_range);
283
284Constructs a hyperexponential distribution with /phase probability vector/ parameter
285given by the range defined by `prob_range`, and /rate vector/ parameter given by the range defined by `rate_range`.
286
287[note As an implementation detail, this constructor uses Boost's
288[@http://www.boost.org/doc/libs/release/libs/core/doc/html/core/enable_if.html enable_if/disable_if mechanism] to
289disambiguate between this and other 2-argument constructors. Refer to the source code for more details.]
290
291[h5 Parameters]
292
293* `prob_range`: the range of non-negative real elements representing the phase probabilities; elements are normalized to sum to unity.
294* `rate_range`: the range of positive real elements representing the rates.
295
296[h5 Type Requirements]
297
298[itemized_list [`ProbRangeT`, `RateRangeT`: must meet the requirements of the [@http://www.boost.org/doc/libs/release/libs/range/doc/html/range/concepts.html Range] concept:
299that includes native C++ arrays, standard library containers, or a std::pair or iterators.]]
300
301[h5 Examples]
302
303[hyperexponential_snip3]
304
305[h4 Construction with rates-iterators (and all phase probabilities equal)]
306
307 template <typename RateIterT, typename RateIterT2>
308 hyperexponential_distribution(RateIterT const& rate_first,
309 RateIterT2 const& rate_last);
310
311Constructs a hyperexponential distribution with /rate vector/ parameter given by the range defined by the
312\[`rate_first`, `rate_last`) iterator pair, and /phase probability vector/ set to the equal phase
313probabilities (i.e., to a vector of the same length `n` of the /rate vector/ and with each element set to `1.0/n`).
314
315[note As an implementation detail, this constructor uses Boost's
316[@http://www.boost.org/doc/libs/release/libs/core/doc/html/core/enable_if.html enable_if/disable_if mechanism] to
317disambiguate between this and other 2-argument constructors. Refer to the source code for more details.]
318
319[h5 Parameters]
320
321* `rate_first`, `rate_last`: the range of positive elements representing the rates.
322
323[h5 Type Requirements]
324
325[itemized_list [`RateIterT`, `RateIterT2`: must meet the requirements of the [@http://en.cppreference.com/w/cpp/concept/InputIterator InputIterator] concept.]]
326
327[h5 Example]
328
329[hyperexponential_snip4]
330
331[h4 Construction from a single range of rates (all phase probabilities will be equal)]
332
333 template <typename RateRangeT>
334 hyperexponential_distribution(RateRangeT const& rate_range);
335
336Constructs a hyperexponential distribution with /rate vector/ parameter given by the range defined by `rate_range`,
337and /phase probability vector/ set to the equal phase probabilities (i.e., to a vector of the same length
338`n` of the /rate vector/ and with each element set to `1.0/n`).
339
340[h5 Parameters]
341
342* `rate_range`: the range of positive real elements representing the rates.
343
344[h5 Type Requirements]
345
346[itemized_list [`RateRangeT`: must meet the requirements of the [@http://www.boost.org/doc/libs/release/libs/range/doc/html/range/concepts.html Range] concept: this includes
347native C++ array, standard library containers, and a `std::pair` of iterators.]]
348
349[h5 Examples]
350
351[hyperexponential_snip5]
352
353[h4 Construction from Initializer lists]
354
355 hyperexponential_distribution(std::initializer_list<RealType> l1, std::initializer_list<RealType> l2);
356
357Constructs a hyperexponential distribution with /phase probability vector/ parameter
358given by the [@http://en.cppreference.com/w/cpp/language/list_initialization brace-init-list] defined by `l1`,
359and /rate vector/ parameter given by the [@http://en.cppreference.com/w/cpp/language/list_initialization brace-init-list]
360defined by `l2`.
361
362[h5 Parameters]
363
364* `l1`: the brace-init-list of non-negative real elements representing the phase probabilities;
365elements are normalized to sum to unity.
366* `l2`: the brace-init-list of positive real elements representing the rates.
367
368The number of elements of the phase probabilities list and the rates list must be the same.
369
370[h5 Example]
371
372[hyperexponential_snip6]
373
374[h4 Construction from a single initializer list (all phase probabilities will be equal)]
375
376 hyperexponential_distribution(std::initializer_list<RealType> l1);
377
378Constructs a hyperexponential distribution with /rate vector/ parameter given by the
379[@http://en.cppreference.com/w/cpp/language/list_initialization brace-init-list] defined by `l1`, and
380/phase probability vector/ set to the equal phase probabilities (i.e., to a vector of the same length
381`n` of the /rate vector/ and with each element set to `1.0/n`).
382
383[h5 Parameters]
384
385* `l1`: the brace-init-list of non-negative real elements representing the phase probabilities; they are normalized to ensure that they sum to unity.
386
387[h5 Example]
388
389[hyperexponential_snip7]
390
391[h4 Accessors]
392
393 std::size_t num_phases() const;
394
395Gets the number of phases of this distribution (the size of both the rate and probability vectors).
396
397[h5 Return Value] An non-negative integer number representing the number of phases of this distribution.
398
399
400 std::vector<RealType> probabilities() const;
401
402Gets the /phase probability vector/ parameter of this distribution.
403
404[note The returned probabilities are the [*normalized] versions of the probability parameter values passed at construction time.]
405
406[h5 Return Value] A vector of non-negative real numbers representing the /phase probability vector/ parameter of this distribution.
407
408
409 std::vector<RealType> rates() const;
410
411Gets the /rate vector/ parameter of this distribution.
412
413[h5 Return Value] A vector of positive real numbers representing the /rate vector/ parameter of this distribution.
414
415[warning The return type of these functions is a vector-by-value. This is deliberate as we wish to hide the actual container
416used internally which may be subject to future changes (for example to facilitate vectorization of the cdf code etc).
417Users should note that some code that might otherwise have been expected to work does not.
418For example, an attempt to output the (normalized) probabilities:
419
420``
421std::copy(he.probabilities().begin(), he.probabilities().end(), std::ostream_iterator<double>(std::cout, " "));
422``
423
424fails at compile or runtime because iterator types are incompatible, but, for example,
425
426``
427std::cout << he.probabilities()[0] << ' ' << he.probabilities()[1] << std::endl;
428``
429
430outputs the expected values.
431
432In general if you want to access a member of the returned container, then assign to a variable first, and then access those
433members:
434
435``
436std::vector<double> t = he.probabilities();
437std::copy(t.begin(), t.end(), std::ostream_iterator<double>(std::cout, " "));
438``
439]
440
441[h3 Non-member Accessor Functions]
442
443All the [link math_toolkit.dist_ref.nmp usual non-member accessor functions] that are generic to all distributions are supported: __usual_accessors.
444
445The formulae for calculating these are shown in the table below.
446
447
448[h3 Accuracy]
449
450The hyperexponential distribution is implemented in terms of the __exp_distrib and as such should have very small errors, usually an
451[@http://en.wikipedia.org/wiki/Machine_epsilon epsilon] or few.
452
453
454[h3 Implementation]
455
456In the following table:
457
458* ['[*[alpha]]=([alpha][sub 1],...,[alpha][sub k])] is the /phase probability vector/ parameter of the /k/-phase hyperexponential distribution,
459* ['[*[lambda]]=([lambda][sub 1],...,[lambda][sub k])] is the /rate vector/ parameter of the /k/-phase hyperexponential distribution,
460* /x/ is the random variate.
461
462[table
463[[Function][Implementation Notes]]
464[[support][['x] [isin] \[0,[infin])]]
465[[pdf][[equation hyperexponential_pdf]]]
466[[cdf][[equation hyperexponential_cdf]]]
467[[cdf complement][[equation hyperexponential_ccdf]]]
468[[quantile][No closed form available. Computed numerically.]]
469[[quantile from the complement][No closed form available. Computed numerically.]]
470[[mean][[equation hyperexponential_mean]]]
471[[variance][[equation hyperexponential_variance]]]
472[[mode][`0`]]
473[[skewness][[equation hyperexponential_skewness]]]
474[[kurtosis][[equation hyperexponential_kurtosis]]]
475[[kurtosis excess][kurtosis `- 3`]]
476]
477
478
479[h3 References]
480
481* A.O. Allen, /Probability, Statistics, and Queuing Theory with Computer Science Applications, Second Edition/, Academic Press, 1990.
482
483* D.G. Feitelson, /Workload Modeling for Computer Systems Performance Evaluation/, Cambridge University Press, 2014
484
485* A. Feldmann and W. Whitt, /Fitting mixtures of exponentials to long-tail distributions to analyze network performance models/, Performance Evaluation 31(3-4):245, doi:10.1016/S0166-5316(97)00003-5, 1998.
486
487* H.T. Papadopolous, C. Heavey and J. Browne, /Queueing Theory in Manufacturing Systems Analysis and Design/, Chapman & Hall/CRC, 1993, p. 35.
488
489* R.F. Rosin, /Determining a computing center environment/, Communications of the ACM 8(7):463-468, 1965.
490
491* K.S. Trivedi, /Probability and Statistics with Reliability, Queueing, and Computer Science Applications/, John Wiley & Sons, Inc., 2002.
492
493* Wikipedia, /Hyperexponential Distribution/, Online: [@http://en.wikipedia.org/wiki/Hyperexponential_distribution], 2014
494
495* R. Wolski and J. Brevik, /Using Parametric Models to Represent Private Cloud Workloads/, IEEE TSC, PrePrint, DOI: [@http://doi.ieeecomputersociety.org/10.1109/TSC.2013.48 10.1109/TSC.2013.48], 2013.
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498
499[endsect][/section:hyperexponential_dist hyperexponential]
500
501[/ hyperexponential.qbk
502 Copyright 2014 Marco Guazzone (marco.guazzone@gmail.com)
503 Distributed under the Boost Software License, Version 1.0.
504 (See accompanying file LICENSE_1_0.txt or copy at
505 http://www.boost.org/LICENSE_1_0.txt).
506]