The \(M/G/\infty\) estimation problem revisited (Q1708975)

The paper under review solves the estimation problem for a $M/G/\infty$ queueing system. Specifically, it estimates the service time distribution $G(x)$ based on the arrivals and departure observations of the customers, but the customers themselves are assumed to be not identified. The author develops the estimators of $G(x)$ and derives exact non-asymptotic expressions for their mean squared errors. The problem of estimating the mean service time is also considered. Numerical results for comparing different estimators of service time distribution are provided.