CMS histogram, density estimation and probability plotting routines, with an application to the analysis of the output of a simulation of correlated queue
Danicas, Georgios Ioannis
Lewis, Peter A.W.
Brown, Gerald G.
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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 introduced by Lewis and co-workers. Four models of correlated queues a re 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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