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 |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.