A note on mixed exponential approximations for Gi/G/1 waiting times |
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Authors: | Carl M Harris |
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Affiliation: | Department of Systems Engineering, University of Virginia, Charlottesville, Virginia 22901, U.S.A. |
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Abstract: | A method is offered for the effective estimation of the stationary waiting-time distribution of the GI/G/1 queue by a (possibly nonconvex) mixed exponential CDF. The approach relies on obtaining a generalized exponential mixture as an approximation for the distribution of the service times. This is done by the adaptation of a nonlinear optimization algorithm previously developed for the maximum-likelihood estimation of parameters from mixed Weibull distributions. The approach is particularly well-suited for obtaining the delay distribution beginning from raw interarrivai and service-time data. |
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