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Sojourn Time Estimation in an M/G/∞ Queue with Partial Information

  • Nafna Blanghaps (a1), Yuval Nov (a1) and Gideon Weiss (a1)

Abstract

We propose an estimator for the cumulative distribution function G of the sojourn time in a steady-state M/G/∞ queueing system, when the available data consists of the arrival and departure epochs alone, without knowing which arrival corresponds to which departure. The estimator generalizes an estimator proposed in Brown (1970), and is based on a functional relationship between G and the distribution function of the time between a departure and the rth latest arrival preceding it. The estimator is shown to outperform Brown's estimator, especially when the system is heavily loaded.

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Copyright

Corresponding author

Postal address: Department of Statistics, University of Haifa, Haifa, 31905, Israel.
∗∗ Email address: yuval@stat.haifa.ac.il

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Keywords

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Sojourn Time Estimation in an M/G/∞ Queue with Partial Information

  • Nafna Blanghaps (a1), Yuval Nov (a1) and Gideon Weiss (a1)

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