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

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  • Qian Zhang
  • Xingzhong Xu
  • Shiyun Mi

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.

Suggested Citation

  • Qian Zhang & Xingzhong Xu & Shiyun Mi, 2016. "A generalized p-value approach to inference on the performance measures of an M/Ek/1 queueing system," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(8), pages 2256-2267, April.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:8:p:2256-2267
    DOI: 10.1080/03610926.2013.879181
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    Cited by:

    1. Shovan Chowdhury, 2019. "On the Estimation of Performance Measures in a Single M/Ek/1 Queue," Working papers 301, Indian Institute of Management Kozhikode.
    2. Braham Hayette & Berdjoudj Louiza & Boualem Mohamed & Rahmania Nadji, 2019. "Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods," Monte Carlo Methods and Applications, De Gruyter, vol. 25(2), pages 147-154, June.

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