Some New Results in the Statistical Analysis of Stochastic Processes of the Reliability and Queuing Type.
Abstract
This dissertation deals mainly with the usefulness of Gnedenko's F or ratio test for exponentiality with a stress on its application to the Weibull distribution. The power of the Gnedenko ratio test is calculated for the oft-used alternatives of Erlang and log-normal distributions and then compared to that of the appropriate Kolmogorov-Smirnov, Anderson-Darling, and other distance statistics. A second and important application is made in the field of queuing theory. Given the line waits of an M/G/1 queue, how does one test the hypothesis that G = M in the notation of queuing. This problem is fully solved.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 08, 1974
- Accession Number
- ADA003928
Entities
People
- T. R. Thiagarajan
Organizations
- George Washington University