Non-parametric inference from M/G/1 busy periods

Non-parametric inference from M/G/1 busy periods

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Article ID: iaor20003084
Country: United States
Volume: 15
Issue: 2
Start Page Number: 247
End Page Number: 272
Publication Date: Jan 1999
Journal: Communications in Statistics - Stochastic Models
Authors: ,
Keywords: M/G/1 queues
Abstract:

Consider an M/G1 queue with unknown service-time distribution and unknown Poisson arrival rate λ. Given observations of the busy and idle periods of this queue, we construct estimators of λ and of the service-time moment generating function, and we study asymptotic properties of these estimators.

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