CMS Histogram, Density Estimation and Probability Plotting Routines, with an Application to the Analysis of the Output of a Simulation of a Correlated Queue.

Abstract

The object of this thesis has been twofold. The first object was to develop FORTRAN versions of several existing APL programs which were designed to analyze univariate data. In particular the programs were designed to test for exponentiality and normality of the data and, by sectioning or jackknifing, obtain estimates of sampling variances of sample moments. The second object of the thesis was to use these programs in a simulation study of first-come first-served queues in which the service times and the inter-arrival times are exponentially distributed but dependent. The dependence is introduced by using the mixed moving average autoregressive structure (EARMA (p, q)) for exponential sequences. Four models of correlated queues are introduced, giving autocorrelated and cross-correlated service and arrival times in various degrees. The simulation study gives a quantitative idea of the effect of correlation on the mean waiting time and the distribution of the waiting time.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1977
Accession Number
ADA050213

Entities

People

  • Georgios Ioannis Danikas

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computer Programs
  • Computers
  • Data Science
  • Data Sets
  • Information Science
  • Network Science
  • Normal Distribution
  • Normality
  • Order Statistics
  • Probability
  • Random Variables
  • Self Assembly
  • Sequences
  • Simulations
  • Statistical Analysis
  • Statistics
  • Steady State

Readers

  • Computer Science.
  • Mathematical Modeling and Probability Theory.
  • Statistical inference.