Confidence intervals of mean response time for an M/G/1 queueing system: Bootstrap simulation

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摘要

Mean response time plays an important role of system performance measures in queueing model. In this paper, we construct new confidence intervals of mean response time for an M/G/1 FCFS queueing system, which are based on four bootstrap methods: standard bootstrap confidence interval, percentile bootstrap confidence interval, bootstrap-t confidence interval, and bias-corrected and accelerated confidence interval. We also perform the accuracy of these bootstrap confidence intervals through calculating the coverage probability and the average length of confidence intervals. Detailed discussions of the simulation results for three various models of an M/G/1 FCFS queueing system are presented and some conclusions are provided.

论文关键词:Bias-corrected and accelerated confidence interval,Bootstrap-t confidence interval,Coverage probability,Mean response time,Percentile bootstrap confidence interval,Queue,Standard bootstrap confidence interval

论文评审过程:Available online 15 February 2006.

论文官网地址:https://doi.org/10.1016/j.amc.2005.11.145