Statistical methods in performance evaluation

  • Authors:
  • Peter J. Denning;Bruce A. Eisenstein

  • Affiliations:
  • -;-

  • Venue:
  • Proceedings of the SIGOPS workshop on System performance evaluation
  • Year:
  • 1971

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Abstract

This paper reviews the principles and definitions which underlie estimation theory and develops the theory for application to problems of performance evaluation and resource allocation. The statistical characterization of the estimates of a parameter is discussed with reference to the meaning and importance of biasedness, convergence criteria, and responsiveness. Several sequential estimation algorithms in the form of stochastic approximation are analyzed and a comparison is made of the ability of these algorithms to determine the value of an “almost constant” parameter given noisy (uncertain) measurements. A discussion of the shortcomings of the present theory as well as some open problems concludes the paper.