Bayesian analysis of M/Er/1 and M/Hk/1 queues

被引：26

作者：

Insua, DR ^{[1
]}

Wiper, M

Ruggeri, F

机构：

[1] Univ Rey Juan Carlos, Madrid, Spain

[2] Univ Carlos III Madrid, Madrid, Spain

[3] CNR, IAMI, I-20133 Milan, Italy

来源：

QUEUEING SYSTEMS | 1998年 / 30卷 / 3-4期

关键词：

Bayesian analysis; M/Er/1; M/H-k/1; Monte Carlo; Markov chain Monte Carlo; Gibbs sampling; Metropolis sampling; reversible jump;

D O I：

10.1023/A:1019173206509

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper describes Bayesian inference and prediction for some M/G/1 queueing models. Cases when the service distribution is Erlang, hyperexponential and hyperexponential with a random number of components are considered. Monte Carlo and Markov chain Monte Carlo methods are used for estimation of quantities of interest assuming the queue is in equilibrium.

引用

页码：289 / 308

页数：20

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