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DES - Working Papers. Statistics and Econometrics. WS >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/172
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| Title: | Bayesian inference and prediction for the GI/M/1 queueing system |
| Author(s): | Ausín, Concepción
Lillo, Rosa E.
Wiper, Michael P. |
| Issued date: | Oct-2001 |
| URI: | http://hdl.handle.net/10016/172 |
| 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 |
| Serie / Nº.: | UC3M Working Papers. Statistics and Econometrics
2001-26 |
| Appears in Collections: | DES - Working Papers. Statistics and Econometrics. WS
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