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Ufimskii Matematicheskii Zhurnal, 2010, Volume 2, Issue 3, Pages 17–30 (Mi ufa59)  
The test: does the input flow intensity grow in queuing system?

N. K. Bakirov, M. V. Snachev

Institute of Mathematics with Computing Centre, Ufa Science Centre, Russian Academy of Sciences, Ufa, Russia
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Abstract: The mathematical model of a queuing system with the Poisson time moments of inputs is considered. Practically, in banking and in insurance the following question is vital: does the input flow intensity grow on a certain time interval? In this article the tests for this statistical hypothesis are proposed and their asymptotic properties are examined.
Keywords: queueing system, Poisson flow, input flow intensity, likelihood ratio test, least squares method, hypothesis of Poisson flow homogeneity.
Received: 01.03.2010
Bibliographic databases:
Document Type: Article
UDC: 519.248
Language: Russian
Citation: N. K. Bakirov, M. V. Snachev, “The test: does the input flow intensity grow in queuing system?”, Ufimsk. Mat. Zh., 2:3 (2010), 17–30
Citation in format AMSBIB
\Bibitem{BakSna10}
\by N.~K.~Bakirov, M.~V.~Snachev
\paper The test: does the input flow intensity grow in queuing system?
\jour Ufimsk. Mat. Zh.
\yr 2010
\vol 2
\issue 3
\pages 17--30
\mathnet{http://mi.mathnet.ru/ufa59}
\zmath{https://zbmath.org/?q=an:1240.60244}
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