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Asymptotic properties of mean lentgh estimators for the M/G/1 queue

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1994
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Facultad de Ciencias Económicas y Empresariales. Decanato
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In this article we estimate the mean number of customers in an M/G/1 queue in a steady state. We use a direct method allowing for any possible service distribution. We give an approximate express ion for the variance of the estimator. We also give numerical examples illustrating these results, based on data generated by simulating known models.
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Gafarian, A. V. and Ancker, C. J. (1966). Mean value estimation from digital computer simulations, Oper. Res. 14, 25-44. Györfi, L., Härdle, W., Sarda, P. and Vieu, P. (1990). Notes in Nonparametric Statistics, Springer-Verlag, Berlin. Kleinrock, L. (1974). Queueing Systems, Vol.I, Wiley, New York. Lilllefors, H. W. (1966). Sorne confidence intervals for queues, Oper. Res. 14, 723-727. Reynolds, J. F. (1972). Asymptotic properties of mean length estimators for finite Markov queue, Oper. Res. 20, 1, 52-57. Rodrigo, A. (1994). Inference in ergodic queues using occupation cycles, Dept. of Economic Analysis. Technical Report #9407, Universidad Complutense de Madrid. Schruben, L. and Kulkarni, R. (1982). Some consequences of estimating parameters for the M/M/1 queue, Oper. Res. Letters, 1, 2, 75-78. Zeifman, A. 1. (1991). Some estimates of the rate of convergence for birth and death processes, J. Appl. Prob. 28, 268-277.