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Nonparametric estimation of the service time distribution in the M/G/∞ queue

Published online by Cambridge University Press:  11 January 2017

Alexander Goldenshluger
Affiliation:
University of Haifa
Corresponding
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Abstract

The subject of this paper is the problem of estimating the service time distribution of the M/G/∞ queue from incomplete data on the queue. The goal is to estimate G from observations of the queue-length process at the points of the regular grid on a fixed time interval. We propose an estimator and analyze its accuracy over a family of target service time distributions. An upper bound on the maximal risk is derived. The problem of estimating the arrival rate is considered as well.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 2017 

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