ESTIMATING CUSTOMER AND TIME AVERAGES
成果类型：
Article
署名作者：
GLYNN, PW; MELAMED, B; WHITT, W
署名单位：
Nokia Corporation; Nokia Bell Labs; AT&T
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.41.2.400
发表日期：
1993
页码：
400-408
关键词：
摘要：
In this paper we establish a joint central limit theorem for customer and time averages by applying a martingale central limit theorem in a Markov framework. The limiting values of the two averages appear in the translation terms. This central limit theorem helps to construct confidence intervals for estimators and perform statistical tests. It thus helps determine which finite average is a more asymptotically efficient estimator of its limit. As a basis for testing for PASTA (Poisson arrivals see time averages), we determine the variance constant associated with the central limit theorem for the difference between the two averages when PASTA holds.