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Comparison of Different Confidence Intervals of Intensities for an Open Queueing Network with Feedback

Author(s): Vinayak Kawaduji Gedam | Suresh Bajirao Pathare

Journal: American Journal of Operations Research
ISSN 2160-8830

Volume: 03;
Issue: 02;
Start page: 307;
Date: 2013;
Original page

Keywords: Coverage Percentage | Relative Coverage | Bayesian Bootstrap | Bias-Corrected and Accelerated Bootstrap | Percentile Bootstrap | Standard Bootstrap

In this paper we propose a consistent and asymptotically normal estimator (CAN) of intensities α)% asymptotic confidence intervals of intensities are constructed. Also bootstrap approaches such as Standard bootstrap, Bayesian bootstrap, Percentile bootstrap and Bias-corrected and accelerated bootstrap are also applied to develop the confidence intervals of intensities. A comparative analysis is conducted to demonstrate performances of the confidence intervals of intensities for a queueing network with short run data.

Tango Jona
Tangokurs Rapperswil-Jona

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