IDEAS home Printed from https://ideas.repec.org/p/cte/wsrepe/ws013019.html
   My bibliography  Save this paper

Bayesian estimation for the M/G/1 queue using a phase type approximation

Author

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

Abstract

This article deals with Bayesian inference and prediction for M/G/1 queueing systems. The general service time density is approximated with a class of Erlang mixtures which are phase type distributions. Given this phase type approximation, an explicit evaluation of measures such as the stationary queue size, waiting time and busy period distributions can be obtained. Given arrival and service data, a Bayesian procedure based on reversible jump Markov Chain Monte Carlo methods is proposed to estimate system parameters and predictive distributions.

Suggested Citation

  • 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.
    • Handle: RePEc:cte:wsrepe:ws013019
    as

    Download full text from publisher

    File URL: https://e-archivo.uc3m.es/bitstream/handle/10016/165/ws013019.pdf?sequence=1
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Armero, Carmen & Conesa, David, 2004. "Statistical performance of a multiclass bulk production queueing system," European Journal of Operational Research, Elsevier, vol. 158(3), pages 649-661, November.
    2. 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.
    3. M. A. C. Almeida & F. R. B. Cruz & F. L. P. Oliveira & G. Souza, 2020. "Bias correction for estimation of performance measures of a Markovian queue," Operational Research, Springer, vol. 20(2), pages 943-958, June.
    4. 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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe:ws013019. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Poveda (email available below). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.