Research Article

Traffic Intensity Estimation in Finite Markovian Queueing Systems

Table 4

Mean estimates for and the mean squared error (MSE, in parentheses) for .

Estimator
10 20 50 100

MLE 0.50 0.33333 0.45010 (0.01698) 0.47586 (0.00806) 0.49098 (0.00303) 0.49523 (0.00150)
1.00 0.50000 0.90008 (0.02353) 0.95255 (0.00877) 0.98190 (0.00286) 0.99007 (0.00137)
2.00 0.66714 1.80441 (0.04755) 1.90696 (0.01287) 1.96438 (0.00283) 1.98120 (0.00112)
4.00 0.80959 3.72455 (0.08082) 3.87956 (0.01669) 3.95673 (0.00268) 3.97720 (0.00092)
8.00 0.94574 7.88487 (0.01625) 7.97002 (0.00230) 7.99390 (0.00057) 7.99583 (0.00029)
16.0 1.23520 16.2965 (0.09872) 16.1779 (0.03702) 16.0743 (0.00747) 16.0377 (0.00238)

Bootstrap 0.50 0.33333 0.48573 (0.01586) 0.49686 (0.00777) 0.50033 (0.00299) 0.50009 (0.00149)
1.00 0.50000 0.97570 (0.01460) 0.99583 (0.00661) 1.00076 (0.00254) 0.99982 (0.00127)
2.00 0.66714 1.96026 (0.01062) 1.99245 (0.00416) 2.00066 (0.00154) 1.99975 (0.00076)
4.00 0.80959 3.97317 (0.00515) 4.00156 (0.00204) 4.00475 (0.00081) 4.00113 (0.00039)
8.00 0.94574 7.96978 (0.00350) 8.00755 (0.00138) 8.00792 (0.00059) 8.00277 (0.00027)
16.0 1.23520 16.1315 (0.03011) 16.0376 (0.00699) 16.0043 (0.00188) 16.0037 (0.00095)