Skinner´s Method for Computing Bounds on Distributions and the Numerical Solution of Continuous-Time Queueing Problems

Skinner´s method provides a means of computing, numerically, upper and lower bounds on a cumulative distribution function resulting from the convolution of probability density functions. The method thus provides approximate numerical results whose accuracy is known precisely. The authors provide an exposition of Skinner´s method. It shows how the method can be applied to the computation of numerical solutions of other problems, as well as the waiting time distribution of the M/G/1 queue, for which Skinner presented the method.