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Fitting Discrete Distributions on the First Two Moments

Published online by Cambridge University Press:  27 July 2009

Ivo Adan ,
Michel van Eenige  and
Jacques Resing
Ivo Adan
Affiliation:
Eindhoven University of Technology, Department of Mathematics and Computing Science, P.O. Box 513, 5600 MB – Eindhoven, The Netherlands
Michel van Eenige
Affiliation:
Eindhoven University of Technology, Department of Mathematics and Computing Science, P.O. Box 513, 5600 MB – Eindhoven, The Netherlands
Jacques Resing
Affiliation:
Eindhoven University of Technology, Department of Mathematics and Computing Science, P.O. Box 513, 5600 MB – Eindhoven, The Netherlands
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Abstract

In this paper we present a simple method to fit a discrete distribution on the first two moments of a given random variable. With the Fitted distribution we solve approximately Lindley's equation for the D/G/1 queue with discrete service-time distribution using a moment-iteration method. Numerical results show excellent performance of the method.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 9 , Issue 4 , October 1995 , pp. 623 - 632
Copyright
Copyright © Cambridge University Press 1995

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References

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