Optimal design of measurements on queuing systems

TY - JOUR

T1 - Optimal design of measurements on queuing systems

AU - Parker, Ben

AU - Gilmour, Steven G.

AU - Schormans, John

AU - Maruri-Aguilar, Hugo

PY - 2015

Y1 - 2015

N2 - We examine the optimal design of measurements on queues with particular reference to the M/M/1 queue. Using the statistical theory of design of experiments, we calculate numerically the Fisher information matrix for an estimator of the arrival rate and the service rate to find optimal times to measure the queue when the number of measurements is limited for both interfering and non-interfering measurements. We prove that in the non-interfering case, the optimal design is equally spaced. For the interfering case, optimal designs are not necessarily equally spaced. We compute optimal designs for a variety of queuing situations and give results obtained under the D- and Ds-optimality criteria.

AB - We examine the optimal design of measurements on queues with particular reference to the M/M/1 queue. Using the statistical theory of design of experiments, we calculate numerically the Fisher information matrix for an estimator of the arrival rate and the service rate to find optimal times to measure the queue when the number of measurements is limited for both interfering and non-interfering measurements. We prove that in the non-interfering case, the optimal design is equally spaced. For the interfering case, optimal designs are not necessarily equally spaced. We compute optimal designs for a variety of queuing situations and give results obtained under the D- and Ds-optimality criteria.

M3 - Article

VL - 79

SP - 365

EP - 390

JO - Queuing Systems

JF - Queuing Systems

ER -