Research output: Contribution to Journal/Magazine › Journal article
Research output: Contribution to Journal/Magazine › Journal article
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TY - JOUR
T1 - On the choice of an auxiliary function in the M/G/∞ estimation.
AU - Park, Juhyun
N1 - The final, definitive version of this article has been published in the Journal, Computational Statistics and Data Analysis 51 (12), 2007, © ELSEVIER.
PY - 2007/8/15
Y1 - 2007/8/15
N2 - 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.
AB - 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.
KW - Inversion
KW - Laplace transform
KW - Nonparametric density estimation
KW - M/G/∞ model
U2 - 10.1016/j.csda.2007.05.025
DO - 10.1016/j.csda.2007.05.025
M3 - Journal article
VL - 51
SP - 5477
EP - 5482
JO - Computational Statistics and Data Analysis
JF - Computational Statistics and Data Analysis
SN - 0167-9473
IS - 12
ER -