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Distribution-free confidence intervals for measurements of effective bandwidth

Györfi, Lásló and Rácz, András and Duffy, Ken and 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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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.
Subjects: Science & Engineering > Computer Science
Science & Engineering > Mathematics & 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

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