The relative efficiency of direct and maximum likelihood estimates of mean waiting time in the simple queue, M/M/1
- 1 March 1972
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 9 (02) , 396-403
- https://doi.org/10.1017/s0021900200095061
Abstract
A problem of estimating waiting time in the statistical analysis of queues is investigated. The continuous time study of the M/M/1 queue made by Bailey is adapted to obtain the asymptotic variance of a direct estimate of waiting time as obtained under conditions of incomplete information. This is then compared with the asymptotic variance of the maximum likelihood estimate as obtained under conditions of complete information and based on the results of Clarke.Keywords
This publication has 2 references indexed in Scilit:
- The serial correlation coefficients of waiting times in a stationary single server queueJournal of the Australian Mathematical Society, 1968
- Maximum Likelihood Estimates in a Simple QueueThe Annals of Mathematical Statistics, 1957