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.

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

Ruggeri Fabrizio
1998

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.
1998
Bayesian analysis
Gibbs sampling
M/Er/1
[object Object
Markov chain Monte Carlo
Metropolis sampling
Monte Carlo
Reversible jump
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/291165
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