Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation

DOI10.1016/S0378-3758(02)00398-1zbMath1031.62020OpenAlexW1835886708MaRDI QIDQ1416474

Michael P. Wiper, Rosa Elvira Lillo, María Concepción Ausín

Publication date: 14 December 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00398-1

zbMATH Keywords

Reversible jump MCMCBayesian mixturesPhase-type distributionsQueuesMatrix geometric methods

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Queueing theory (aspects of probability theory) (60K25)

Related Items (15)

New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes ⋮ M/PH/1 queueing model with re-servicing ⋮ Parametric survival densities from phase-type models ⋮ Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data ⋮ Confidence Intervals of Performance Measures for anM/G/1 Queueing System ⋮ Using mixture of gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service ⋮ Bayesian control of the number of servers in a \(\mathrm{GI}/\mathrm{M}/c\) queueing system ⋮ Bayesian design in queues: an application to aeronautic maintenance ⋮ A generalizedp-value approach to inference on the performance measures of anM/E_k/1queueing system ⋮ BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS ⋮ A survey of parameter and state estimation in queues ⋮ Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems ⋮ ML and UMVU estimation in the M/D/1 queuing system ⋮ Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods ⋮ Bayesian Inference and Prediction in an M/G/1 with Optional Second Service

Uses Software

• EMpht

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