Parametric estimation of an M|Er|1 queue

V. S. Vaidyanathan () and P. Chandrasekhar
Additional contact information
V. S. Vaidyanathan: Pondicherry University
P. Chandrasekhar: Loyola College

OPSEARCH, 2018, vol. 55, issue 3, No 3, 628-641

Abstract: Abstract By considering an M|Er|1 queueing model, the maximum likelihood and consistent estimators of arrival and service parameters are obtained by observing interarrival and service times in the system. Bayes estimators of the parameters both under squared error loss function (SELF) and entropy loss function along with minimum posterior risk and minimum Bayes risk associated with the estimators under SELF are derived. Further, Bayes estimator, minimum posterior risk and minimum Bayes risk of the expected number of entity arrivals in the system under SELF are obtained. An expression for the Bayes estimator of the expected number of entity arrivals in the system under LINEX loss function is also derived. Simulation study to illustrate the performance of the proposed estimators is carried out.

Keywords: Bayes estimator; Consistent estimator; Entropy loss function; LINEX loss function; M|Er|1 queue; Maximum likelihood estimator; Squared error loss function; Primary 60K25; Secondary 90B22 (search for similar items in EconPapers)
Date: 2018
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s12597-018-0342-0 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:opsear:v:55:y:2018:i:3:d:10.1007_s12597-018-0342-0

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/12597

DOI: 10.1007/s12597-018-0342-0

Access Statistics for this article

OPSEARCH is currently edited by Birendra Mandal

More articles in OPSEARCH from Springer, Operational Research Society of India
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().