A formula for tail probabilities of Cox distributions. (English) Zbl 1076.62011
A formula for the tail probabilities of Cox distributions is indicated (Theorem 2). The proof is based on an extension of an argument of J. Riordan [Stochastic service systems. (1962; Zbl 0106.33601), pp. 110–111] who examined a special case. For numerical applications an algorithm is provided.
Reviewer: Radu Theodorescu (Quebec)
MSC:
| 62E15 | Exact distribution theory in statistics |
| 60K25 | Queueing theory (aspects of probability theory) |
| 60J27 | Continuous-time Markov processes on discrete state spaces |
Citations:
Zbl 0106.33601References:
| [1] | Garnett, O., Mandelbaum, A. and Reiman, M. (2002). Designing a call center with impatient customers. Manufacturing Service Operat. Management 4 , 208–227. |
| [2] | Riordan, J. (1961). Stochastic Service Systems . John Wiley, New York. · Zbl 0106.33601 |
| [3] | Schassberger, R. (1973). Warteschlangen . Springer, Vienna. · Zbl 0274.60077 |
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