Traffic Intensity Estimation in Finite Markovian Queueing Systems

Table 5

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

Estimator
			10	20	50	100
MLE	0.50	0.50000	0.42637 (0.01897)	0.46470 (0.00776)	0.48647 (0.00272)	0.49256 (0.00132)
	1.00	0.61818	0.86547 (0.02882)	0.93515 (0.00918)	0.97534 (0.00248)	0.98726 (0.00108)
	2.00	0.73449	1.77618 (0.05718)	1.89501 (0.01417)	1.96115 (0.00266)	1.97942 (0.00099)
	4.00	0.84574	3.74340 (0.06999)	3.89252 (0.01340)	3.96186 (0.00214)	3.97930 (0.00077)
	8.00	0.97126	7.94718 (0.00577)	7.99972 (0.00141)	8.00478 (0.00056)	8.00250 (0.00028)
	16.0	1.32722	16.1536 (0.03518)	16.1286 (0.02392)	16.0683 (0.00800)	16.0254 (0.00210)
Bootstrap	0.50	0.50000	0.48185 (0.01434)	0.49688 (0.00660)	0.50057 (0.00254)	0.49986 (0.00127)
	1.00	0.61818	0.97175 (0.01146)	0.99492 (0.00493)	1.00110 (0.00185)	1.00049 (0.00092)
	2.00	0.73449	1.96521 (0.00787)	1.99479 (0.00303)	2.00236 (0.00113)	2.00027 (0.00056)
	4.00	0.84574	3.97906 (0.00409)	4.00426 (0.00174)	4.00494 (0.00069)	4.00067 (0.00033)
	8.00	0.97126	7.96303 (0.00394)	8.00653 (0.00136)	8.00732 (0.00058)	8.00362 (0.00028)
	16.0	1.32722	16.1202 (0.03015)	16.0862 (0.01687)	16.0226 (0.00418)	16.0228 (0.00229)