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

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2011年 / 40卷 / 18期

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.

引用

页码：3327 / 3336

页数：10

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