ML and UMVU estimation in the M/D/1 queuing system

DOI10.1080/03610926.2014.950750MaRDI QIDQ2830795zbMATH OpenOpenAlexFDO

Authors V. Srinivas, B. K. Kale

Publication date 31 October 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.950750

zbMATH Keywords

maximum likelihood estimatorcorrelation functionsuniform minimum variance unbiased estimator\(\mathrm{M}/\mathrm{D}/1\) queuing systemasymptotic expected deficiency criterionconsistent asymptotic normality property

Mathematics Subject Classification ID

Point estimation (62F10) Queueing theory (aspects of probability theory) (60K25)

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Cites work

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• scientific article; zbMATH DE number 3573060 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1250678 (Why is no real title available?)
• Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process
• Bayesian analysis of M/Er/1 and M/H_k/1 queues
• Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
• Bayesian inference and prediction in the single server Markovian queue
• Bayesian prediction of waiting times in stochastic models
• Confidence intervals of mean response time for an M/G/1 queueing system: bootstrap simulation
• Deficiency
• Estimation of measures in M/M/1 queue
• Estimation of traffic intensity based on queue length in a single M/M/1 queue
• Hypothesis testing and confidence regions for the mean sojourn time of an \(M/M/1\) queueing system
• Inference and prediction in bulk arrival queues and queues with service in stages
• Interval estimation of mean response time for a G/M/1 queueing system: empirical Laplace function approach
• Large sample Bayesian analysis for Geo\(/G/1\) discrete-time queueing models
• Maximum Likelihood Estimates in a Simple Queue
• More comparisons of MLE with UMVUE for exponential families
• On Estimation in M/G/c/c Queues
• Prediction in Markovian bulk arrival queues
• Some well-behaved estimators for the M/M/1 queue
• Statistical analysis of queueing systems
• Technical note: Traffic intensity estimation
• The covariance structure of queues and related processes – a survey of recent work

Cited in

(10)

• scientific article; zbMATH DE number 7686975 (Why is no real title available?)
• Parametric estimation of an \(M| Er| 1\) queue
• Bayesian inference and prediction in an M/D/1 queueing system
• Estimation of measures in M/M/1 queue
• UMVUEs and Bayes estimators for various performance measures on a Poisson queue with discouraged arrivals
• Bayesian sample size determination in a single-server deterministic queueing system
• scientific article; zbMATH DE number 3950172 (Why is no real title available?)
• Classical and Bayes estimation in the M|D|1 queueing system
• Classical and Bayesian estimations of performance measures in a single server Markovian queueing system based on arrivals during service times
• Estimation of traffic intensity from queue length data in a deterministic single server queueing system

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