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On the choice of an auxiliary function in the M/G/∞ estimation.

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

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    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: 09 Apr 2014 20:24
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/20803

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