Nonparametric Estimation of the Probability of a Long Delay in the M/G/1 Queue
M/G/1 队列长等待概率的非参数估计
SUMMARY A Poisson stream of customers with known arrival rate λ approaches a single server having independent identically distributed service times with unknown distribution. A nonparametric estimator of the probability of a long customer delay is obtained from an asymptotic renewal theoretic result giving an exponential approximation to the tail of the virtual waiting time distribution for a stable M/G/1 queue. Asymptotic properties of the estimator are obtained. Results of…