Best unbiased estimation and CAN property in the stable M/M/1 queue

Title

Best unbiased estimation and CAN property in the stable M/M/1 queue

Creator

Srinivas V.; Udupa H.J.

Description

The Uniform Minimum Variance Unbiased (UMVU) estimators of ??, the probability of having ? or more customers, L, the expected system size, Lq, the expected number of customers in the queue, and, the expected number of customers in a non empty queue, are derived based on a random sample of fixed size n on system size at departure points from the geometric distribution on the support {0, 1, 2,.} with mean, which is the distribution of system size in M/M/1 queueing system in equilibrium. The derivations are based on application of Lehmann-Scheffe theorem. Also, CAN estimators of performance measures are derived. In addition the probability distribution of UMVU estimators are obtained. 2014 Copyright Taylor and Francis Group, LLC.

Source

Communications in Statistics - Theory and Methods, Vol-43, No. 2, pp. 321-327.

Date

2014-01-01

Publisher

Taylor and Francis Inc.

Subject

Consistent asymptotic normality; M/M/1 queueing system; Uniform minimum variance unbiased estimator

Coverage

Srinivas V., Department of Statistics, Bangalore University, Bangalore 560 056, India; Udupa H.J., Department of Statistics, Christ University, Bangalore, India

Rights

Restricted Access

Relation

ISSN: 3610926; CODEN: CSTMD

Format

Online

Language

English

Type

Article

Identifier

https://doi.org/10.1080/03610926.2012.661502

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