Confidence Intervals of Performance Measures for an M/G/1 Queueing System |
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Authors: | Qian Zhang Xingzhong Xu |
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Institution: | 1. Department of Mathematics , Beijing Institute of Technology , Beijing, P.R. China zhangqian@bit.edu.cn;3. Department of Mathematics , Beijing Institute of Technology , Beijing, P.R. China |
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Abstract: | In this article, we discuss constructing confidence intervals (CIs) of performance measures for an M/G/1 queueing system. Fiducial empirical distribution is applied to estimate the service time distribution. We construct fiducial empirical quantities (FEQs) for the performance measures. The relationship between generalized pivotal quantity and fiducial empirical quantity is illustrated. We also present numerical examples to show that the FEQs can yield new CIs dominate the bootstrap CIs in relative coverage (defined as the ratio of coverage probability to average length of CI) for performance measures of an M/G/1 queueing system in most of the cases. |
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Keywords: | Confidence intervals Fiducial empirical quantity |
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