| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142242 | Operations Research Letters | 2015 | 4 Pages |
Abstract
We show that, under reasonable assumptions, the performance of the jackknife, classical and batch means estimators for the estimation of quantiles of the steady-state distribution exhibit similar properties as in the case of the estimation of a nonlinear function of a steady-state mean. We present some experimental results from the simulation of the waiting time in queue for an M/M/1 system to confirm our theoretical results.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
David F. Muñoz, Adán Ramírez-López,