Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Nonparametric inference about service time distribution from indirect measurements.
AU - Park, Juhyun
AU - Hall, Peter
N1 - RAE_import_type : Journal article RAE_uoa_type : Statistics and Operational Research
PY - 2004/11/1
Y1 - 2004/11/1
N2 - 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.
AB - 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.
U2 - 10.1111/j.1467-9868.2004.B5725.x
DO - 10.1111/j.1467-9868.2004.B5725.x
M3 - Journal article
VL - 66
SP - 861
EP - 875
JO - Journal of the Royal Statistical Society: Series B (Statistical Methodology)
JF - Journal of the Royal Statistical Society: Series B (Statistical Methodology)
SN - 1369-7412
IS - 4
ER -