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Comparison of Different Confidence Intervals of Intensities for an Open Queueing Network with Feedback
Department of Statistics, University of Pune, Pune, India
Indira College of Commerce and Science, Pune, India
- 1 Department of Statistics, University of Pune, Pune, India
- 2 Indira College of Commerce and Science, Pune, India
American Journal of Operations Research·Volume 03 (2013)·Pages 307–327·Published 28 March 2013·DOI10.4236/ajor.2013.32028
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Abstract
In this paper we propose a consistent and asymptotically normal estimator (CAN) of intensities ρ 1 , ρ 2 for a queueing network with feedback (in which a job may return to previously visited nodes) with distribution-free inter-arrival and service times. Using this estimator and its estimated variance, some 100(1- α )% asymptotic confidence intervals of intensities are constructed. Also bootstrap approaches such as Standard bootstrap, Bayesian bootstrap, Percentile bootstrap and Bias-corrected and accelerated bootstrap are also applied to develop the confidence intervals of intensities. A comparative analysis is conducted to demonstrate performances of the confidence intervals of intensities for a queueing network with short run data.
KeywordsCoverage PercentageRelative CoverageBayesian BootstrapBias-Corrected and Accelerated BootstrapPercentile BootstrapStandard Bootstrap
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