Question: Write a program to simulate a single-server queue using Lindley's equation. Assume that the interarrival times have cumulative distribution function F and the service times
Write a program to simulate a single-server queue using Lindley's equation. Assume that the interarrival times have cumulative distribution function F and the service times have cumulative distribution function G. Suppose that at time 0 there are no jobs, and we are interested in the first time that a job encounters a waiting time (before service starts) of more than T. Using independent replications, derive a point estimator and confidence interval for E(T). Your confidence interval width should be no more than about 15% of the estimated value. Do the simulation for each of the following choices of F,G and T. (1) T=3,F(x)=021x1x00x2,x>2G(x)=0x1x00x1x>1 (2) T=2,F(x)=01exp(x)x0,0xG(x)=0x1x00x1x>1
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