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

作者：Zhang, Qian^*; Xu, Xingzhong; Mi, Shiyun

来源：Communications in Statistics - Theory and Methods, 2016, 45(8): 2256-2267.

DOI：10.1080/03610926.2013.879181

• M/E-k/1 queueing system
• Performance measures
• Hypothesis testing
• Generalized p values
• Frequentist properties

The hypothesis tests of performance measures for an M/E-k/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) ) is approximately equal to , for 0 <= gamma <= 1.

• 出版日期2016
• 单位北京理工大学; 中国石油天然气股份有限公司勘探开发研究院