A Bayesian inference to estimate change point for traffic intensity in M/M/1 queueing model

Saroja Kumar Singh () and Sarat Kumar Acharya ()
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Saroja Kumar Singh: Sambalpur University
Sarat Kumar Acharya: Sambalpur University

OPSEARCH, 2022, vol. 59, issue 1, No 7, 166-206

Abstract: Abstract The paper is concerned with the problem of change point for the inter arrival time distribution for the M/M/1 queueing system by considering the number of customers present in the system. Bayesian estimators of traffic intensities, before the change $$(\rho _1)$$ ( ρ 1 ) and after the change $$(\rho _2)$$ ( ρ 2 ) , and the change point m are derived using the informative as well as non-informative priors under different loss functions. Finally a numerical example along with a practical example is given to illustrate the results.

Keywords: Change point; Bayesian estimation; Jeffreys prior; Posterior density; Squared error loss function; Precautionary loss function; General entropy loss function; 60K25; 62F15; 90B22 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s12597-021-00535-3

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