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Moment and maximum likelihood estimates (m.l.e.'s) arc investigated for nonparametric and parametric models for a single server queue observed over a random time horizon, namely, up to the nth departure epoch. Also. m.l.e's of the mean interarrival time and mean service time in anM/M/1 queue observed over a fixed time‐interval are studied Limit distributions of these estimates are obtained Without imposing steady state assumptions on the queue‐size or waiting time processes.
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Basawa et al. (1981) studied this question.
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