Nonparametric estimation of the probability of a long delay in the M/G/1 queue
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Authors
Gaver, Donald P.
Jacobs, Patricia A.
Subjects
Nonparametric estimation of long customer delay; empirical Laplaw transform; domain of altraction; stable law; asymptotic normality, jacknife, M/G/1 queue
Advisors
Date of Issue
1986-11
Date
1986-11
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
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
Type
Technical Report
Description
Series/Report No
Department
Operations Research
Identifiers
NPS Report Number
NPS55-86-022
Sponsors
Office of Naval Research
Funder
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.