function [m,v]=importanceQ(nsim,mu) % estimates proportion of time that an MG1 queue >20 in system using MM1 queue % for importance sampling. arrival rate=1, service time is gamma(.9,1) % mu=rate for eponential service times. imp=[]; for i=1:nsim IA=exprnd(1,1,1000); S=exprnd(1/mu,1,1000); [ANS,ATS,arrivet,departt,ET,NS]=MG1Q(IA,S); T=Time(20,ET,NS); imp=[imp T*prod(gampdf(S,.8,1)./exppdf(S,1/mu))]; end m=mean(imp); v=var(imp);