Nonparametric Estimation of the Probability of a Long Delay in the M/G/1 Queue.

Abstract

An M/G/1 queue is approached by stationary Poisson traffic with known arrival rate. Observations of service times are all that is known about the service distribution. Nonparametric estimates of the probability of a long customer delay are given. The estimates include the solution of an equation involving the empirical transform of the service times. Asymptotic properties of the estimates are derived. Simulation studies of the small sample behavior of the estimates are reported. The jackknife is used to provide error assessment of the estimates and to construct confidence intervals in the simulation studies of small sample behavior. Keywords: Asymptotic Normality.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1986
Accession Number
ADA178259

Entities

People

  • Donald P. Gaver Jr.
  • Patricia A. Jacobs

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Confidence Limits
  • Data Analysis
  • Data Science
  • Data Sets
  • Equations
  • Information Science
  • Intervals
  • Military Research
  • Observation
  • Operations Research
  • Probability
  • Random Variables
  • Simulations
  • Stationary
  • Statistical Analysis
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Mathematics or Statistics
  • Regression Analysis.