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: Journal 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: /dk/atira/pure/researchoutput/libraryofcongress/qa
Subjects:
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: 25 Aug 2019 00:45
URI: https://eprints.lancs.ac.uk/id/eprint/20803

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