A generalized p-value approach to inference on the performance measures of an M/Ek/1 queueing system |
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| Authors: | Qian Zhang Xingzhong Xu Shiyun Mi |
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| Institution: | 1. Research Institute of Petroleum Exploration and Development, Beijing, P.R. Chinazhangvqian@petrochina.com.cn;3. Department of Applied Mathmatics, Beijing Institute of Technology, Beijing, P.R. China;4. Research Institute of Petroleum Exploration and Development, Beijing, P.R. China |
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| Abstract: | AbstractThe hypothesis tests of performance measures for an M/Ek/1 queueing system are considered. With pivotal models deduced from sufficient statistics for the unknown parameters, a generalized p-value approach to derive tests about parametric functions are proposed. The focus is on derivation of the p-values of hypothesis testing for five popular performance measures of the system in the steady state. Given a sample T, let p(T) be the p values we developed. We derive a closed form expression to show that, for small samples, the probability P(p(T) ? γ) is approximately equal to γ, for 0 ? γ ? 1. |
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| Keywords: | M/Ek/1 queueing system Performance measures Hypothesis testing Generalized p values Frequentist properties |
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