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Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue

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  • Saroja Kumar Singh
  • Sarat Kumar Acharya

Abstract

Let θ be the unknown parameter for the arrival process in a single M/M/1 queue. The paper discusses the bound for the equivalence of Bayes and maximum likelihood estimator for the parameter θ. Also the bound on the difference of Bayes estimator from its true value is found out.

Suggested Citation

  • Saroja Kumar Singh & Sarat Kumar Acharya, 2019. "Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(19), pages 4780-4793, October.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:19:p:4780-4793
    DOI: 10.1080/03610926.2018.1481971
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    Cited by:

    1. Singh, Saroja Kumar & Acharya, Sarat Kumar & Cruz, F.R.B. & Cançado, André L.F., 2023. "Change point estimation in an M/M/2 queue with heterogeneous servers," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 212(C), pages 182-194.
    2. Singh, Saroja Kumar & Acharya, Sarat Kumar & Cruz, Frederico R.B. & Quinino, Roberto C., 2021. "Bayesian sample size determination in a single-server deterministic queueing system," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 17-29.

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