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Bayesian inference in Markovian queues

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Abstract

This paper is concerned with the Bayesian analysis of general queues with Poisson input and exponential service times. Joint posterior distribution of the arrival rate and the individual service rate is obtained from a sample consisting inn observations of the interarrival process andm complete service times. Posterior distribution of traffic intensity inM/M/c is also obtained and the statistical analysis of the ergodic condition from a decision point of view is discussed.

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Authors and Affiliations

  1. Department of Statistics and Operations Research, University of Valencia, Doctor Moliner 50, 46100, Burjassot, Valencia, Spain

    Carmen Armero

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  1. Carmen Armero
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Armero, C. Bayesian inference in Markovian queues. Queueing Syst 15, 419–426 (1994). https://doi.org/10.1007/BF01189249

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  • DOI: https://doi.org/10.1007/BF01189249

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