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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