A Note on Mixed Exponential Approximations for GI/G/1 Waiting Times.

Abstract

A method is offered for the effective estimation of the stationary waiting-time distribution of the GI/G/1 queue by a (possibly nonconvex) mixed exponential CDF. The approach relies on obtaining a generalized exponential mixture as an approximation for the distribution of the service times. This is done by the adaptation of a nonlinear optimization algorithm previously developed for the maximum-likelihood estimation of parameters from mixed Weibull distributions. The approach is particularly well-suited for obtaining the delay distribution beginning from raw interarrival and service-time data. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1984
Accession Number
ADA139534

Entities

People

  • C. M. Harris

Organizations

  • University of Virginia

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Algorithms
  • Business Administration
  • Data Science
  • Information Science
  • Materials Science
  • Maximum Likelihood Estimation
  • Military Research
  • Operations Research
  • Physical Sciences
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Stochastic Processes
  • Systems Engineering

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Mathematical Modeling and Probability Theory.
  • Statistical inference.