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) |
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