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Maximum Likelihood Estimation in Single Server Queues

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  • Saroja Kumar Singh

    (Sambalpur University
    Central University of Odisha)

Abstract

In this paper, maximum likelihood estimation for the parameters in a single server queues are investigated. The queues are observed over a continuous time interval (0, T], where T is determined by a suitable stopping rule. The existence of the maximum likelihood estimator is proved by applying Rolle’s theorem. Also, we have obtained the limiting distribution of the error of estimation.

Suggested Citation

  • Saroja Kumar Singh, 2023. "Maximum Likelihood Estimation in Single Server Queues," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 931-947, February.
    • Handle: RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-022-00283-6
    DOI: 10.1007/s13171-022-00283-6
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    References listed on IDEAS

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    1. Ronald W. Wolff, 1965. "Problems of Statistical Inference for Birth and Death Queuing Models," Operations Research, INFORMS, vol. 13(3), pages 343-357, June.
    2. I. V. Basawa & N. U. Prabhu, 1981. "Estimation in single server queues," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 28(3), pages 475-487, September.
    3. Sarat Kumar Acharya & Saroja Kumar Singh, 2019. "Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(14), pages 3549-3557, July.
    4. Saroja Kumar Singh & Sarat Kumar Acharya, 2021. "Bernstein-von Mises theorem and Bayes estimation from single server queues," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(2), pages 286-296, January.
    Full references (including those not matched with items on IDEAS)

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