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
收藏
页码：3327 / 3336
页数：10
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