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Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors

Azadeh Kiapour

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 15, 5310-5317

Abstract: One of characteristics of the traffic intensity in M/M/1 queue is the expected queue length. In this article, the problem of Bayes, E-Bayes, and robust Bayes estimation of the expected length in a M/M/1 queue system under a scale invariant squared error loss function is considered. We find the Bayes, E-Bayes, and robust Bayes estimators of the expected length. Finally, a simulation study is conducted for comparison of the proposed Bayes estimators.

Date: 2022
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DOI: 10.1080/03610926.2020.1838543

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