Nonparametric Inference about Service Time Distribution from Indirect Measurements

Nonparametric Inference about Service Time Distribution from Indirect Measurements

In studies of properties of queues, for example in relation to Internet traffic, a subject that is of particular interest is the 'shape' of service time distribution. For example, we might wish to know whether the service time density is unimodal, suggesting that service time distribution...

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Veröffentlicht in:Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 66(2004), 4, Seite 861-875
1. Verfasser: Hall, Peter (VerfasserIn)
Weitere Verfasser: Park, Juhyun
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2004
Zugriff auf das übergeordnete Werk:Journal of the Royal Statistical Society. Series B (Statistical Methodology)
Schlagworte:Alternating Renewal Process Bandwidth Kernel Methods Nonparametric Density Estimation Queuing Theory Renewal Process Mathematics Physical sciences Applied sciences Behavioral sciences
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520 |a In studies of properties of queues, for example in relation to Internet traffic, a subject that is of particular interest is the 'shape' of service time distribution. For example, we might wish to know whether the service time density is unimodal, suggesting that service time distribution is possibly homogeneous, or whether it is multimodal, indicating that there are two or more distinct customer populations. However, even in relatively controlled experiments we may not have access to explicit service time data. Our only information might be the durations of service time clusters, i.e. of busy periods. We wish to 'deconvolve' these concatenations, and to construct empirical approximations to the distribution and, particularly, the density function of service time. Explicit solutions of these problems will be suggested. In particular, a kernel-based 'deconvolution' estimator of service time density will be introduced, admitting conventional approaches to the choice of bandwidth. 
540 |a Copyright 2004 The Royal Statistical Society 
650 4 |a Alternating Renewal Process 
650 4 |a Bandwidth 
650 4 |a Kernel Methods 
650 4 |a Nonparametric Density Estimation 
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650 4 |a Applied sciences  |x Engineering  |x Transportation  |x Transportation engineering  |x Traffic engineering  |x Traffic estimation 
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650 4 |a Behavioral sciences  |x Psychology  |x Cognitive psychology  |x Cognitive processes  |x Thought processes  |x Reasoning  |x Inference 
650 4 |a Mathematics  |x Applied mathematics  |x Statistics  |x Applied statistics  |x Inferential statistics  |x Statistical estimation  |x Estimation methods 
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650 4 |a Mathematics  |x Applied mathematics  |x Statistics  |x Applied statistics  |x Descriptive statistics  |x Measures of variability  |x Sample size 
650 4 |a Mathematics 
655 4 |a research-article 
700 1 |a Park, Juhyun  |e verfasserin  |4 aut 
773 0 8 |i Enthalten in  |t Journal of the Royal Statistical Society. Series B (Statistical Methodology)  |d Blackwell Publishers  |g 66(2004), 4, Seite 861-875  |w (DE-627)30219746X  |w (DE-600)1490719-7  |x 14679868  |7 nnns 
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