Abstract
This paper describes Bayesian inference and prediction for some M/G/1 queueing models. Cases when the service distribution is Erlang, hyperexponential and hyperexponential with a random number of components are considered. Monte Carlo and Markov chain Monte Carlo methods are used for estimation of quantities of interest assuming the queue is in equilibrium.
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Insua, D.R., Wiper, M. & Ruggeri, F. Bayesian analysis of M/Er/1 and M/H_k/1 queues. Queueing Systems 30, 289–308 (1998). https://doi.org/10.1023/A:1019173206509
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DOI: https://doi.org/10.1023/A:1019173206509