Title: Analysis of intensity for a queueing system: bootstrapping computation

Authors: Yunn-Kuang Chu, Jau-Chuan Ke

Addresses: Department of Applied Statistics, National Taichung Institute of Technology, No. 129, Sec. 3, Sanmin Rd., Taichung 404, Taiwan, ROC. ' Department of Applied Statistics, National Taichung Institute of Technology, No. 129, Sec. 3, Sanmin Rd., Taichung 404, Taiwan, ROC

Abstract: Traffic intensity plays an important role of system performance measures in queueing model. In this paper, we construct new confidence intervals of intensity for a queueing system, which are based on four bootstrap methods; standard bootstrap confidence interval, percentile bootstrap confidence interval, bootstrap-t confidence interval and bias-corrected and accelerated confidence interval. We also perform the accuracy of these bootstrap confidence intervals through calculating the coverage probability and the expected length of confidence intervals. Detailed discussions of the simulation results for four various types of queueing system are presented and some conclusions are provided. In addition, we demonstrate the four bootstrap confidence intervals with a real-life example.

Keywords: bias-corrected and accelerated confidence interval; bootstrap-t confidence interval; coverage probability; percentile bootstrap confidence interval; queueing models; standard bootstrap confidence interval; traffic intensity; simulation; bootstrapping.

DOI: 10.1504/IJSOI.2009.026949

International Journal of Services Operations and Informatics, 2009 Vol.4 No.3, pp.195 - 211

Available online: 09 Jul 2009 *

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