Short communication: On the choice of an auxiliary function in the M/G/∞ estimation

Authors:
Juhyun Park
Affiliations:
Department of Statistics and Operation Research, University of North Carolina, Chapel Hill, NC 27599-3260, USA
Venue:
Computational Statistics & Data Analysis
Year:
2007

Citing 2
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Modeling and analysis of stochastic systems

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Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform

Journal of the ACM (JACM)

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Abstract

The use of auxiliary functions in nonparametric inference for the M/G/~ queueing model is considered. Estimation of the service time distribution G is challenging when only limited information about the busy/idle cycle is available. It is shown, using diagnostic plots of estimators, that a standard auxiliary function aimed at providing numerical stability fails in that regard but that a reliable auxiliary function can be constructed. The improvement made by the alternative auxiliary function is demonstrated.