Bayesian change point problem for traffic intensity in $$M/E_r/1$$ queueing model
| Autor: | Saroja Kumar Singh, Sarat Kumar Acharya |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
Queueing theory 05 social sciences Bayesian probability Estimator 01 natural sciences Traffic intensity 010104 statistics & probability Bayes' theorem Computational Theory and Mathematics 0502 economics and business Prior probability Applied mathematics 0101 mathematics Beta distribution 050205 econometrics Jeffreys prior Mathematics |
| Zdroj: | Japanese Journal of Statistics and Data Science. 2:49-70 |
| ISSN: | 2520-8764 2520-8756 |
| Popis: | In this paper, we study the change point problem for the $$M/E_r/1$$ queueing system. Bayesian estimators of parameter and the change point are derived under different loss functions using both the informative (beta prior) and non-informative priors (Jeffreys prior). Also empirical Bayes procedure is used to compute the parameters. Simulation and data analysis on real life are given to illustrate the results. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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