Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Second Derivative Estimation for Performance Measures in a Markov Renewal Process

  • Heung Sik Park (Staff of Natural Sciences, Sejong University, Seoul, 143-747, Korea)
  • Published : 1997.08.01
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Abstract

In this paper, we find the second derivative of mean busy cycle with respect to a parameter of inter-arrival time distribution. We show that this derivative can be estimated from single sample path. We do the similar thing for the mean number of arrivals during busy cycle.

Keywords

References

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