Statistical Analysis of Multiserver Queueing Simulations.
YALE UNIV NEW HAVEN CONN DEPT OF ADMINISTRATIVE SCIENCES
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The paper presents methods for computing point and interval estimates of descriptors of simulated queueing systems. The methods, which rely on the renewal process representation of certain queueing models, extend the results of previous papers. In particular, two suggested procedures combine sample state times and job completion counts data to produce estimates with desirable statistical properties. One procedure uses linear combinations of the data to derive minimum length interval estimates. The other derives the maximum likelihood estimates of three system descriptors, transformations of which can be used to give maximum likelihood estimates of a variety of other system descriptors. The paper also describes how to extend the results here to other queueing systems and illustrates the approach on a queueing system with finite waiting room. Author
- Operations Research