A Note On Mixed Exponential Approximations For Gi G 1 Waiting Times

A method is offered for the effective estimation of the stationary waiting-time distribution of the GI/G/1 queue by a (possibly nonconvex) mixed exponential CDF. The approach relies on obtaining a generalized exponential mixture as an approximation for the distribution of the service times. This is done by the adaptation of a nonlinear optimization algorithm previously developed for the maximum-likelihood estimation of parameters from mixed Weibull distributions. The approach is particularly well-suited for obtaining the delay distribution beginning from raw interarrival and service-time data. (Author).