Accuracy of parameter measurement in Markov systems (Q1093291)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of parameter measurement in Markov systems |
scientific article |
Statements
Accuracy of parameter measurement in Markov systems (English)
0 references
1986
0 references
The paper is concerned with estimation of model parameters in Markov queueing systems with virtual transitions. Maximum likelihood estimates are obtained and asymptotic unbiasedness, consistency and asymptotic normality are shown. The theory is illustrated by a model of a computer system for this model are obtained simple finite formulas for the variances and covariances of the estimates, as well as confidence intervals.
0 references
Markov queueing systems
0 references
virtual transitions
0 references
Maximum likelihood estimates
0 references
asymptotic unbiasedness
0 references
consistency
0 references
asymptotic normality
0 references
computer system
0 references
confidence intervals
0 references
