977 resultados para optimal estimation


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In this paper, we study a k-out-of-n system with single server who provides service to external customers also. The system consists of two parts:(i) a main queue consisting of customers (failed components of the k-out-of-n system) and (ii) a pool (of finite capacity M) of external customers together with an orbit for external customers who find the pool full. An external customer who finds the pool full on arrival, joins the orbit with probability and with probability 1− leaves the system forever. An orbital customer, who finds the pool full, at an epoch of repeated attempt, returns to orbit with probability (< 1) and with probability 1 − leaves the system forever. We compute the steady state system size probability. Several performance measures are computed, numerical illustrations are provided.

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This paper proposes different estimators for the parameters of SemiPareto and Pareto autoregressive minification processes The asymptotic properties of the estimators are established by showing that the SemiPareto process is α-mixing. Asymptotic variances of different moment and maximum likelihood estimators are compared.