6533b81ffe1ef96bd1277077
RESEARCH PRODUCT
Bayesian inference in Markovian queues
Carmen Armerosubject
Computer scienceBayesian probabilityErgodicityPosterior probabilityManagement Science and Operations ResearchBayesian inferencePoisson distributionComputer Science ApplicationsExponential functionTraffic intensitysymbols.namesakeComputational Theory and MathematicsStatisticssymbolsApplied mathematicsErgodic theorydescription
This paper is concerned with the Bayesian analysis of general queues with Poisson input and exponential service times. Joint posterior distribution of the arrival rate and the individual service rate is obtained from a sample consisting inn observations of the interarrival process andm complete service times. Posterior distribution of traffic intensity inM/M/c is also obtained and the statistical analysis of the ergodic condition from a decision point of view is discussed.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1994-03-01 | Queueing Systems |