Distribution-free confidence intervals for measurement of effective bandwidth

L. Györfi, András Rácz, Ken Duffy, John T. Lewis, Fergal Toomey

Research output: Contribution to journalArticle

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.

Original languageEnglish
Pages (from-to)224-235
Number of pages12
JournalJournal of Applied Probability
Volume37
Issue number1
DOIs
Publication statusPublished - Jan 1 2000

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Keywords

  • Confidence intervals
  • Effective bandwidth
  • Hoeffding's inequality
  • Large deviations

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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