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A generalized p-value approach to inference on the performance measures of an M/Ek/1 queueing system

Qian Zhang, Xingzhong Xu and Shiyun Mi

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 8, 2256-2267

Abstract: The hypothesis tests of performance measures for an M/Ek/1 queueing system are considered. With pivotal models deduced from sufficient statistics for the unknown parameters, a generalized p-value approach to derive tests about parametric functions are proposed. The focus is on derivation of the p-values of hypothesis testing for five popular performance measures of the system in the steady state. Given a sample T, let p(T) be the p values we developed. We derive a closed form expression to show that, for small samples, the probability P(p(T) ⩽ γ) is approximately equal to γ, for 0 ⩽ γ ⩽ 1.

Date: 2016
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DOI: 10.1080/03610926.2013.879181

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