Bayesian analysis of an M |M |1|∞ queueing model

Naveen K. Bansal; V.S. Vaidyanathan; P. Chandrasekhar

doi:10.18187/pjsor.v18i1.3904

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Bayesian analysis of an M |M |1|∞ queueing model

Author(s)

Naveen K. Bansal Department of Mathematical and Statistical Sciences, Marquette University, Wisconsin, USA

V.S. Vaidyanathan Department of Statistics, Pondicherry University, Puducherry, India

P. Chandrasekhar . Department of Statistics, Loyola College, Chennai, India

Abstract

In this paper, by considering an M |M |1|8 queueing model, Bayesian estimation of traffic intensity and measures of system performance are worked out under the squared error loss function (SELF) based on the observed data on independent interarrival and service times. Further, minimum posterior risk associated with Bayes estimators of traffic intensity and system performance measures are obtained under SELF. Numerical illustration of the performance of the estimates is given through simulation study. It is shown that Bayes estimators perform better than the maximum likelihood estimators under the influence of prior informations.

Publication Details

Page(s) 85-97

DOI 10.18187/pjsor.v18i1.3904

Published Journal: Pakistan Journal of Statistics and Operation Research, Volume: 18, Issue: 1, Year: 2022

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Keywords

Squared error loss function, Bayes Estimator, Queue length, exceedance probability, traffic intensity, M |M |1|8 queue, queue system size

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