Characteristics of the COX-distribution

Abstract

This study presents a new approach to analyse the COX-distribution, which is often used in computer systems performance evaluation to describe random variables, e.g. service times. Taking aside special cases, however, there are only few published results on the characteristics of this distribution, like moments and central moments. Further-on procedures are given to calculate the parameters of a COX-distribution from its characteristics, which might be known as a result of measurements of a real system.