Ramirez, Pepa; Lillo, Rosa E.; Wiper, Michael P.; … - Departamento de Estadistica, Universidad Carlos III de … - 2008
In this article we describe a method for carrying out Bayesian inference for the double Pareto lognormal (dPlN) distribution which has recently been proposed as a model for heavy-tailed phenomena. We apply our approach to inference for the dPlN/M/1 and M/dPlN/1 queueing systems. These systems...