Park, Juhyun (2007) On the choice of an auxiliary function in the M/G/∞ estimation. Computational Statistics and Data Analysis, 51 (12). pp. 5477-5482. ISSN 0167-9473
![[img]](http://eprints.lancs.ac.uk/style/images/fileicons/application_pdf.png)
| PDF (aux_parkj.pdf) Download (1535Kb) | Preview |
Official URL: http://dx.doi.org/10.1016/j.csda.2007.05.025
Abstract
The use of auxiliary functions in nonparametric inference for the M/G/∞ queueing model is considered. Estimation of the service time distribution G is challenging when only limited information about the busy/idle cycle is available. It is shown, using diagnostic plots of estimators, that a standard auxiliary function aimed at providing numerical stability fails in that regard but that a reliable auxiliary function can be constructed. The improvement made by the alternative auxiliary function is demonstrated.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Computational Statistics and Data Analysis |
| Additional Information: | The final, definitive version of this article has been published in the Journal, Computational Statistics and Data Analysis 51 (12), 2007, © ELSEVIER. |
| Uncontrolled Keywords: | Inversion ; Laplace transform ; Nonparametric density estimation ; M/G/∞ model |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Mathematics and Statistics |
| ID Code: | 20803 |
| Deposited By: | Dr Juhyun Park |
| Deposited On: | 02 Dec 2008 11:12 |
| Refereed?: | No |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 15:40 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/20803 |
Actions (login required)
| View Item |
