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: | Bingham N.H., Pitts Susan M. |
Keywords: | M/G/1 queues |
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.