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

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorAusín Olivera, María Concepción
dc.contributor.authorWiper, Michael Peter
dc.contributor.authorLillo Rodríguez, Rosa Elvira
dc.date.accessioned2006-11-09T10:31:58Z
dc.date.available2006-11-09T10:31:58Z
dc.date.issued2001-06
dc.description.abstractThis 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.
dc.format.extent334288 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.repecws013019
dc.identifier.urihttps://hdl.handle.net/10016/165
dc.language.isoeng
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries2001-19
dc.rights.accessRightsopen access
dc.subject.ecienciaEstadística
dc.titleBayesian estimation for the M/G/1 queue using a phase type approximation
dc.typeworking paper*
dspace.entity.typePublication
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