具有伯努利反馈的不可靠M/M/1/N队列某些平稳性能估计的统计分析

IF 0.8 Q3 STATISTICS & PROBABILITY

Monte Carlo Methods and Applications Pub Date : 2023-05-03 DOI:10.1515/mcma-2023-2004

Hadjer Nita, Fairouz Afroun, M. Cherfaoui, D. Aïssani

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引用次数: 0

摘要

摘要在这项工作中，我们考虑了具有伯努利反馈的M/M/1/N{M/M/1/N}等待模型的特征的参数估计。通过蒙特卡洛模拟研究，我们已经说明了所考虑的等待系统的启动参数的估计对其性能指标估计的统计特性的影响，当使用插件方法获得这些估计时。此外，模拟还表明了这些性能测度估计量的几种收敛类型（偏差、方差、MSE、律）。

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Statistical analysis of the estimates of some stationary performances of the unreliable M/M/1/N queue with Bernoulli feedback

Abstract In this work, we considered the parametric estimation of the characteristics of the M / M / 1 / N {M/M/1/N} waiting model with Bernoulli feedback. Through a Monte-Carlo simulation study, we have illustrated the effect of the estimation of the starting parameters of the considered waiting system on the statistical properties of its performance measures estimates, when these latter are obtained using the plug-in method. In addition, several types of convergence (bias, variance, MSE, in law) of these performance measure estimators have also been showed by simulation.

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来源期刊

Monte Carlo Methods and Applications STATISTICS & PROBABILITY-

CiteScore

1.20

自引率

22.20%

发文量