Györfi, Lásló, Rácz, András, Duffy, Ken R., 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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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: | 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 |
| Related URLs: | |
| Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
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