Abstract
A problem of estimating waiting time in the statistical analysis of queues is investigated. The continuous time study of the M/M/1 queue made by Bailey is adapted to obtain the asymptotic variance of a direct estimate of waiting time as obtained under conditions of incomplete information. This is then compared with the asymptotic variance of the maximum likelihood estimate as obtained under conditions of complete information and based on the results of Clarke.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference4 articles.
1. A continuous time treatment of a simple queue using generating functions;Bailey;J. R. Statist. Soc.,1954
2. Maximum Likelihood Estimates in a Simple Queue
3. The covariance function of the M/G/1 queueing system;Blomqvist;Skand. Aktuarie Tidskr.,1967
4. The serial correlation coefficients of waiting times in a stationary single server queue
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