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Maximum likelihood estimation for single server queues from waiting time data

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Abstract

Maximum likelihood estimators for the parameters of a GI/G/1 queue are derived based on the information on waiting times {W t },t=1,...,n, ofn successive customers. The consistency and asymptotic normality of the estimators are established. A simulation study of the M/M/1 and M/E k /1 queues is presented.

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References

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Authors and Affiliations

  1. Department of Statistics, University of Georgia, 30602, Athens, GA, USA

    Ishwar V. Basawa

  2. Southern Methodist University, USA

    U. Narayan Bhat

  3. University of Georgia and Colorado State University, USA

    Robert Lund

Authors
  1. Ishwar V. Basawa
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  2. U. Narayan Bhat
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  3. Robert Lund
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Basawa, I.V., Bhat, U.N. & Lund, R. Maximum likelihood estimation for single server queues from waiting time data. Queueing Syst 24, 155–167 (1996). https://doi.org/10.1007/BF01149084

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  • DOI: https://doi.org/10.1007/BF01149084

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