Bayesian inference and prediction in single server M/M/1 queuing model based on queue length

• Published in: Communications in statistics. Simulation and computation Vol. 50; no. 6; pp. 1576 - 1588
• Main Authors: Basak, Arpita, Choudhury, Amit
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 05.07.2021; Taylor & Francis Ltd
• Subjects: Bayes factor; Bayesian analysis; Bayesian estimation; M/M/1 queue; Maximum likelihood estimators; Predictive distribution; Queues; Statistical inference

This paper is concerned with the problem of estimating traffic intensity, ρ for single server queuing model in which inter-arrival and service times are exponentially distributed (Markovian) using data on queue size (number of customers present in the queue) observed at any random point of time. Her...