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Estimation of Quantile Confidence Intervals for Queueing Systems Based on the Bootstrap Methodology

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Applied Computer Sciences in Engineering (WEA 2017)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 742))

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Abstract

This paper presents a simple methodology for estimating confidence intervals of quantiles in queueing systems. The paper investigates the actual probability density function of quantile estimators resulting of independent replications. Furthermore, we present a methodology, based on the concepts of bootstrapping, i.e., re-sampling and sub-sampling, to calculate the variability of an estimator without running different independent replications. Contrary to what overlapping and non-overlapping batching procedures suggest, we propose to randomly select data points to form a sub-sample, instead of selecting time-consecutive data points. The results of this study suggest that this proposal reduces the correlation between sub-samples (or batches) and overcomes the issue of normality.

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Author information

Authors and Affiliations

  1. Faculty of Engineering, Universidad Panamericana, Mexico City, Mexico

    Rodrigo Romero-Silva & Margarita Hurtado

Authors
  1. Rodrigo Romero-Silva
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  2. Margarita Hurtado
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Corresponding author

Correspondence to Rodrigo Romero-Silva .

Editor information

Editors and Affiliations

  1. Universidad Distrital Francisco José de Caldas, Bogota, Colombia

    Juan Carlos Figueroa-García

  2. Universidad Distrital Francisco José de Caldas, Bogota, Colombia

    Eduyn Ramiro López-Santana

  3. Universidad Tecnológica de Bolívar, Cartagena, Colombia

    José Luis Villa-Ramírez

  4. Universidad Distrital Francisco José de Caldas, Bogota, Colombia

    Roberto Ferro-Escobar

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Romero-Silva, R., Hurtado, M. (2017). Estimation of Quantile Confidence Intervals for Queueing Systems Based on the Bootstrap Methodology. In: Figueroa-García, J., López-Santana, E., Villa-Ramírez, J., Ferro-Escobar, R. (eds) Applied Computer Sciences in Engineering. WEA 2017. Communications in Computer and Information Science, vol 742. Springer, Cham. https://doi.org/10.1007/978-3-319-66963-2_25

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  • DOI: https://doi.org/10.1007/978-3-319-66963-2_25

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-66962-5

  • Online ISBN: 978-3-319-66963-2

  • eBook Packages: Computer ScienceComputer Science (R0)

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