Statistical inference for Mt/G/Infinity queueing systems under incomplete observations

Dongmin Li, Qingpei Hu, Lujia Wang and Dan Yu

European Journal of Operational Research, 2019, vol. 279, issue 3, 882-901

Abstract: Mt/G/Infinity queueing systems have been widely used to analyse complex systems, such as telephone call centres, software testing systems, and telecommunication systems. Statistical inferences of performance measures, such as the expected cumulative numbers of arrivals and departures, are indispensable for decision makers in analysing the current scenario, predicting future scenarios, and making cost-effective decisions. In most scenarios, we only obtain interval censored data, namely, counts in fixed time intervals, instead of complete data because we either do not want or are not able to monitor arrivals and departures. We provide a general framework for statistical inference in Mt/G/Infinity queueing systems given interval censored data. A maximum-likelihood estimation (MLE) method is proposed for inferring the arrival rate and service duration. This method is applicable to general forms of the arrival rate functions and general service duration distributions. More importantly, we propose a combination of the bootstrap method and the delta method for inferring the expected cumulative numbers of arrivals and departures. The results of the simulation study demonstrate that the point and interval estimates of the proposed MLE method are satisfactory overall. As the number of intervals increases, the estimates based on the proposed MLE approach the estimates based on MLE with complete data. Our procedure enables estimates to be obtained without the need to keep track of each item, thereby substantially reducing resource consumption for monitoring items and storing data. An application in a software testing system demonstrates that the goodness-of-fit performance of the proposed MLE method is satisfactory.

Keywords: Queueing; Interval censored data; Maximum-likelihood estimation (MLE); Parametric bootstrap; Delta method (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:279:y:2019:i:3:p:882-901

DOI: 10.1016/j.ejor.2019.06.055

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