Bayesian inference and prediction for the GI/M/1 queueing system

María Concepción Ausín Olivera, Rosa Elvira Lillo Rodríguez and Michael Peter Wiper

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: This article undertake Bayesian inference and prediction for GI/M/1 queueing systems. A semiparametric model based on mixtures of Erlang distributions is considered to model the general interarrival time distribution. Given arrival and service data, a Bayesian procedure based on birth-death Markov Chain Monte Carlo methods is proposed. An estimation of the system parameters and predictive distributions of measures such as the stationary system size and waiting time is given

Date: 2001-10
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws014126

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