Nonparametric and simulated analysis of intensity for a queueing system

Traffic intensity is an important measure for assessing performance of a queueing system. In this paper, we propose a consistent and asymptotically normal estimator of intensity for a queueing system with distribution-free interarrival and service times. Using this estimator and its associated estimated variance, a 100(1 − α)% asymptotical confidence interval of intensity is obtained. Also, the rule for testing statistical hypothesis of intensity is developed and its associated power function can be derived and computed. Furthermore, a numerical simulation study is conducted to demonstrate performance of the proposed estimator and its associated estimated variance applied to statistical inference of intensity for a queueing system. In addition, all simulation results are displayed by appropriate curves for understanding performance of the statistical inference procedures presented in this paper.