Equivalence between Bayes and the maximum likelihood estimator in M/M/1  queue

Singh, Saroja Kumar; Acharya, Sarat Kumar

doi:10.1080/03610926.2018.1481971

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2020

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Cited by 13 publications

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“…Recently, Acharya and Singh (2019) studied the asymptotic properties of the maximum likelihood estimator from single server queues using the martingale technique. Singh and Acharya (2019) discussed the bound for the equivalence of the Bayes and maximum likelihood estimator and also obtained the bound on the difference between the Bayes estimator from their true values of arrival and service rate parameter in an M/M/1 queue.…”

Section: Introductionmentioning

confidence: 99%

Moderate deviation for maximum likelihood estimators from single server queues

Singh

2020

Probab Uncertain Quant Risk

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Consider a single server queueing model which is observed over a continuous time interval (0, T ], where T is determined by a suitable stopping rule. Let θ be the unknown parameter for the arrival process andθ T be the maximum likelihood estimator of θ. The main goal of this paper is to obtain a moderate deviation result of the maximum likelihood estimator for the single server queueing model under certain regular conditions. Keywords GI /G/1 queue · Maximum likelihood estimator · Fisher information · Moderate deviation 2000 Mathematics Subject Classification 60K25 · 62F12

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Section: Introductionmentioning

confidence: 99%