Estimation of Measures in M/M/1 Queue

被引:16
|
作者
Srinivas, V. [1 ]
Rao, S. Subba [2 ]
Kale, B. K. [3 ]
机构
[1] Bangalore Univ, Dept Stat, Bangalore 560056, Karnataka, India
[2] Univ Toledo, Dept Management, Toledo, OH USA
[3] Univ Pune, Dept Stat, Pune, Maharashtra, India
关键词
Asymptotic expected deficiency; Maximum likelihood estimator; Nonlinear program; Queues; Uniform minimum variance unbiased estimator; PREDICTION; INFERENCE;
D O I
10.1080/03610926.2010.498653
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Maximum likelihood and uniform minimum variance unbiased estimators of steady-state probability distribution of system size, probability of at least l customers in the system in steady state, and certain steady-state measures of effectiveness in the M/M/1 queue are obtained/derived based on observations on X, the number of customer arrivals during a service time. The estimators are compared using Asympotic Expected Deficiency (AED) criterion leading to recommendation of uniform minimum variance unbiased estimators over maximum likelihood estimators for some measures.
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页码:3327 / 3336
页数:10
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