Change point problem for Markovian arrival queueing models: Bayes factor approach

Saroja Kumar Singh ()
Additional contact information
Saroja Kumar Singh: Sambalpur University

International Journal of System Assurance Engineering and Management, 2022, vol. 13, issue 6, No 3, 2847-2854

Abstract: Abstract This paper considers two Markovian arrival single server queueing models, namely M/M/1 and $$M/E_r/1$$ M / E r / 1 . Under the steady state condition, we observe the number of customer present at different time points for the M/M/1 queue while in case of an $$M/E_r/1$$ M / E r / 1 queue we consider the number of arrivals during the service time of a customer. A Bayesian approach is applied to study the change point problems. Testing of hypothesis for change versus no-change is carried out using predictive distributions. Further, Bayes factors are derived for change versus no-change for both the M/M/1 and $$M/E_r/1$$ M / E r / 1 queueing models under natural conjugate beta prior distribution. At last, numerical results are provided for the illustration.

Keywords: Change point; M/M/1 queue; $$M/E_r/1$$ M / E r / 1 queue; Bayes factor (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s13198-022-01750-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:ijsaem:v:13:y:2022:i:6:d:10.1007_s13198-022-01750-x

Ordering information: This journal article can be ordered from
http://www.springer.com/engineering/journal/13198

DOI: 10.1007/s13198-022-01750-x

Access Statistics for this article

International Journal of System Assurance Engineering and Management is currently edited by P.K. Kapur, A.K. Verma and U. Kumar

More articles in International Journal of System Assurance Engineering and Management from Springer, The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().