Accuracy of parameter measurement in Markov systems (Q1093291)
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scientific article; zbMATH DE number 4022425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of parameter measurement in Markov systems |
scientific article; zbMATH DE number 4022425 |
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Accuracy of parameter measurement in Markov systems (English)
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1986
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The paper is concerned with estimation of model parameters in Markov queueing systems with virtual transitions. Maximum likelihood estimates are obtained and asymptotic unbiasedness, consistency and asymptotic normality are shown. The theory is illustrated by a model of a computer system for this model are obtained simple finite formulas for the variances and covariances of the estimates, as well as confidence intervals.
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Markov queueing systems
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virtual transitions
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Maximum likelihood estimates
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asymptotic unbiasedness
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consistency
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asymptotic normality
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computer system
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confidence intervals
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0.8670843
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0.8668107
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0.8656149
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0.8651005
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0.8646851
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0.85360557
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0.8484122
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