IDEAS home Printed from https://ideas.repec.org/a/wly/apsmda/v10y1994i4p233-246.html
   My bibliography  Save this article

Behaviour of queueing approximations based on sample moments

Author

Listed:
  • Mary A. Johnson
  • Jennifer A. Luhman

Abstract

We investigate moment–based queueing approximations in the presence of sampling error. Let L be the steady–state mean number in the system for a GI/M/1 queue. We focus on the estimation of L under the assumption that only sample moments of the interarrival–time distribution are known. A simulation experiment is carried out for several interarrival–time distributions. For each case, sample moments from the interarrival–time distribution are matched to an approximating phase–type distribution and the corresponding estimate L is obtained. We show that the sampling error in the moments induces bias as well as variability in L. Based on our simulation experiment, we suggest matching only two moments when the sample coefficient of variation is low or when sample size is low; otherwise, matching three moments is preferable.

Suggested Citation

  • Mary A. Johnson & Jennifer A. Luhman, 1994. "Behaviour of queueing approximations based on sample moments," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 10(4), pages 233-246.
    • Handle: RePEc:wly:apsmda:v:10:y:1994:i:4:p:233-246
    DOI: 10.1002/asm.3150100402
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/asm.3150100402
    Download Restriction: no
    File URL: https://libkey.io/10.1002/asm.3150100402?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Imed Frigui & Attahiru Sule Alfa & Xiaoyi Xu, 1997. "Algorithms for computing waiting time distributions under different queue disciplines for the D‐BMAP/PH/1," Naval Research Logistics (NRL), John Wiley & Sons, vol. 44(6), pages 559-576, September.
    2. Nasr, Walid W. & Elshar, Ibrahim J., 2018. "Continuous inventory control with stochastic and non-stationary Markovian demand," European Journal of Operational Research, Elsevier, vol. 270(1), pages 198-217.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:apsmda:v:10:y:1994:i:4:p:233-246. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1099-0747 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.