AJOR  Vol.3 No.2 , March 2013
Comparison of Different Confidence Intervals of Intensities for an Open Queueing Network with Feedback
Abstract: In this paper we propose a consistent and asymptotically normal estimator (CAN) of intensities ρ1 , ρ2 for a queueing network with feedback (in which a job may return to previously visited nodes) with distribution-free inter-arrival and service times. Using this estimator and its estimated variance, some 100(1-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.
Cite this paper: V. Gedam and S. Pathare, "Comparison of Different Confidence Intervals of Intensities for an Open Queueing Network with Feedback," American Journal of Operations Research, Vol. 3 No. 2, 2013, pp. 307-327. doi: 10.4236/ajor.2013.32028.

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