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Bayesian inference and prediction for the GI/M/1 queueing system

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  • Ausín Olivera, María Concepción
  • Lillo Rodríguez, Rosa Elvira
  • Wiper, Michael Peter

Abstract

This article undertake Bayesian inference and prediction for GI/M/1 queueing systems. A semiparametric model based on mixtures of Erlang distributions is considered to model the general interarrival time distribution. Given arrival and service data, a Bayesian procedure based on birth-death Markov Chain Monte Carlo methods is proposed. An estimation of the system parameters and predictive distributions of measures such as the stationary system size and waiting time is given

Suggested Citation

  • Ausín Olivera, María Concepción & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter, 2001. "Bayesian inference and prediction for the GI/M/1 queueing system," DES - Working Papers. Statistics and Econometrics. WS ws014126, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws014126
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    References listed on IDEAS

    as
    1. Ausín Olivera, María Concepción & Wiper, Michael Peter & Lillo Rodríguez, Rosa Elvira, 2001. "Bayesian estimation for the M/G/1 queue using a phase type approximation," DES - Working Papers. Statistics and Econometrics. WS ws013019, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. C. Armero & D. Conesa, 1998. "Inference and prediction in bulk arrival queues and queues with service in stages," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 14(1), pages 35-46, March.
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