Interval estimation of mean response time for a G/M/1 queueing system: empirical Laplace function approach |
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| Authors: | Yunn‐Kuang Chu Jau‐Chuan Ke |
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| Affiliation: | 1. Department of Statistics, National Taichung Institute of Technology, Taichung 404, Taiwan, Republic of ChinaDepartment of Statistics, National Taichung Institute of Technology, No. 129, Sec. 3, Sanmin Rd., Taichung 404, Taiwan, Republic of China===;2. Department of Statistics, National Taichung Institute of Technology, Taichung 404, Taiwan, Republic of China |
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| Abstract: | Mean response time is an important performance measure for a queueing system. In this paper, we propose a consistent and asymptotically normal (CAN) estimator of the mean response time for a G/M/1 queueing system, which is based on the fixed point of empirical Laplace function. The confidence interval for the mean response time can be constructed by applying the proposed CAN estimator and its estimated variance. And we carried out a simulation study to perform the accuracy of the constructed confidence interval by calculating the coverage percentage and the relative average length of confidence interval. Detailed discussions of all simulation results for three various models of G/M/1‐type system are presented and some valuable conclusions are provided. Copyright © 2006 John Wiley & Sons, Ltd. |
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| Keywords: | confidence interval coverage percentage G/M/1 queue mean response time simulation computation |
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