Nonparametric and simulated analysis of intensity for a queueing system
type: Item
instance of: scholarly article
title: Nonparametric and simulated analysis of intensity for a queueing system
zbMATH Open document ID: 1118.62039
author: Jau-Chuan Ke
author: Yunn-Kuang Chu
published in: Applied Mathematics and Computation
publication date: 2007-02-19T00:00:00Z
review text: In this paper, the statistical inference of parameters in queueing systems with distribution-free interarrival and service times is proposed. The authors introduced a consistent and asymptotically normal (CAN) estimator of the intensity for three queueing systems, namely: M/E\(_{4}\)/1, E\(_{4}\)/M/1, E\(_{4}\)/H\(_{4}^{po}\)/1. Using this estimator and its associated estimated variance, an asymptotic confidence interval of intensity is obtained. Moreover, a rule for testing a statistical hypothesis of intensity is derived. To demonstrate the performance of the proposed estimator and its associated estimated variance applied to statistical inference of the intensity for all studied queueing systems, a numerical simulation was presented. In summary, using the statistical inference technique proposed in this paper, the CAN estimator of real queueing systems was obtained.
reviewed by: Jerzy Martyna
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5128313
zbMATH Keywords: queueing theory
zbMATH Keywords: tolerance and confidence region
zbMATH Keywords: queues and services
zbMATH Keywords: asymptotic properties of estimators
MaRDI profile type: Publication
full work available at URL: j.amc.2006.05.163
OpenAlex ID: W1966893841
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DOI: 10.1016/J.AMC.2006.05.163
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description: scientific article; zbMATH DE number 5128313