Influence of a prior distribution on traffic intensity estimation with covariates

DOI10.1080/00949659608811759zbMath0872.62033OpenAlexW1998459192MaRDI QIDQ4347012

So Young Sohn

Publication date: 21 October 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659608811759

zbMATH Keywords

regression estimatorconjugate priorlognormal distributionMonte-Carlo simulationempirical Bayes estimatorgamma priorM/M/1 queuesqueuing performanceexpected traffic intensityraw estimator

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

A note on Bayesian estimation of traffic intensity in single-server Markovian queues ⋮ UMVUEs and Bayes estimators for various performance measures on a Poisson queue with discouraged arrivals ⋮ Robust design of server capability in M/M/1 queues with both partly random arrival and service rates ⋮ Estimation of traffic intensity from queue length data in a deterministic single server queueing system

Uses Software

• SAS

Cites Work

• Statistical analysis of queueing systems
• Empirical Bayes estimation for queueing systems and networks
• Robust Empirical Bayes Analyses of Event Rates
• Estimation in single server queues
• A comparative study of four estimators for analyzing the random event rate of the poisson process

This page was built for publication: Influence of a prior distribution on traffic intensity estimation with covariates