Maximum likelihood estimation for single server queues from waiting time data |
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| Authors: | Ishwar V Basawa U Narayan Bhat Robert Lund |
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| Institution: | (1) Department of Statistics, University of Georgia, 30602 Athens, GA, USA;(2) Southern Methodist University, USA;(3) University of Georgia and Colorado State University, USA |
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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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| Keywords: | parameter estimation waiting time process maximum likelihood GI/G/1 queues asymptotic inference |
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