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    Distribution-free confidence intervals for measurements of effective bandwidth


    Györfi, Lásló and Rácz, András and Duffy, Ken R. and Lewis, John T. and Toomey, Fergal (2000) Distribution-free confidence intervals for measurements of effective bandwidth. Journal of Applied Probability, 37 (1). pp. 224-2235. ISSN 0021-9002

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    Official URL: http://projecteuclid.org/euclid.jap/1014842279


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    Abstract

    Hoeffding's inequality can be used in conjunction with the declared parameters of a traffic source, such as its peak rate, to obtain confidence intervals for measurements of the traffic's effective bandwidth. We describe a variety of interval-estimation procedures based on this idea, designed to provide differing degrees of robustness against non-stationarity. We also discuss how to compute confidence intervals for the effective bandwidth of an aggregate of traffic sources.

    Item Type: Article
    Keywords: Effective bandwidth; confidence intervals; Hoeffing's inequality; Large deviations.
    Academic Unit: Faculty of Science and Engineering > Computer Science
    Faculty of Science and Engineering > Mathematics and Statistics
    Item ID: 1822
    Identification Number: https://doi.org/10.1239/jap/1014842279
    Depositing User: Hamilton Editor
    Date Deposited: 01 Feb 2010 18:08
    Journal or Publication Title: Journal of Applied Probability
    Publisher: Applied Probability Trust
    Refereed: Yes
    URI:

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