Nonparametric estimation of the probability of a long delay in the M/G/1 queue
Gaver, Donald P.
Jacobs, Patricia A.
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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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NPS Report NumberNPS55-86-022
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