Bibliographical references Gafarian, A. V. and Ancker, C. J. (1966). Mean value estimation from digital computer simulations, Oper. Res. 14, 25-44. Györfi, L., Härdle, W., Sarda, P. and Vieu, P. (1990). Notes in Nonparametric Statistics, Springer-Verlag, Berlin. Kleinrock, L. (1974). Queueing Systems, Vol.I, Wiley, New York. Lilllefors, H. W. (1966). Sorne confidence intervals for queues, Oper. Res. 14, 723-727. Reynolds, J. F. (1972). Asymptotic properties of mean length estimators for finite Markov queue, Oper. Res. 20, 1, 52-57. Rodrigo, A. (1994). Inference in ergodic queues using occupation cycles, Dept. of Economic Analysis. Technical Report #9407, Universidad Complutense de Madrid. Schruben, L. and Kulkarni, R. (1982). Some consequences of estimating parameters for the M/M/1 queue, Oper. Res. Letters, 1, 2, 75-78. Zeifman, A. 1. (1991). Some estimates of the rate of convergence for birth and death processes, J. Appl. Prob. 28, 268-277.