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Nonparametric inference about service time distribution from indirect measurements.

Park, Juhyun and Hall, Peter (2004) Nonparametric inference about service time distribution from indirect measurements. Journal of the Royal Statistical Society Series B (Statistical Methodology), 66 (4). pp. 861-875. ISSN 1467-9868

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Abstract

In studies of properties of queues, for example in relation to Internet traffic, a subject that is of particular interest is the ‘shape’ of service time distribution. For example, we might wish to know whether the service time density is unimodal, suggesting that service time distribution is possibly homogeneous, or whether it is multimodal, indicating that there are two or more distinct customer populations. However, even in relatively controlled experiments we may not have access to explicit service time data. Our only information might be the durations of service time clusters, i.e. of busy periods. We wish to ‘deconvolve’ these concatenations, and to construct empirical approximations to the distribution and, particularly, the density function of service time. Explicit solutions of these problems will be suggested. In particular, a kernel-based ‘deconvolution’ estimator of service time density will be introduced, admitting conventional approaches to the choice of bandwidth.

Item Type: Article
Journal or Publication Title: Journal of the Royal Statistical Society Series B (Statistical Methodology)
Additional Information: RAE_import_type : Journal article RAE_uoa_type : Statistics and Operational Research
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Mathematics and Statistics
ID Code: 2432
Deposited By: ep_importer
Deposited On: 31 Mar 2008 09:48
Refereed?: Yes
Published?: Published
Last Modified: 09 Oct 2013 15:40
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/2432

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