Bayesian analysis of M/Er/1 and M/H_k/1 queues

Authors:
David Rios Insua;Michael Wiper;Fabrizio Ruggeri
Affiliations:
Universidad Rey Juan Carlos, Madrid, Spain E-mail: drios@escet.urjc.es;Universidad Carlos III, Madrid, Spain E-mail: mwiper@est-econ.uc3m.es;CNR-IAMI, Milano, Italy E-mail: fabrizio@iami.mi.cnr.it
Venue:
Queueing Systems: Theory and Applications
Year:
1998

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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.