Approximate And Generalized Pivotal Quantities For Deriving Confidence Intervals For The Offset Between Two Clocks

摘要

Development of algorithms that estimate the offset between two clocks has received a lot of attention, with the motivating force being data networking applications that require synchronous communication protocols. Recently, statistical modeling techniques have been used to develop improved estimation algorithms with the focus being obtaining robust estimators in terms of mean squared error. In this paper, we extend the use of statistical modeling techniques to address the construction of confidence intervals for the offset parameter. We consider the case where the distributions of network delays are members of a scale family. Our results include an asymptotic confidence interval and a generalized confidence interval in the sense of [S. Weerahandi, Generalized confidence intervals, Journal of the American Statistical Association 88 (1993) 899-905. Correction in vol. 89, p. 726, 1994]. We compare and contrast the two approaches for obtaining a confidence interval, and illustrate specific applications using exponential, Rayleigh and heavy-tailed Weibull network delays as concrete examples.