Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service
| Autor: | M. R. Salehi-Rad, Ernst Wit, Abdolreza Mohammadi |
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| Rok vydání: | 2012 |
| Předmět: |
Statistics and Probability
Birth-death predictive distribution MCMC Computer science Bayesian inference M/G/1 queue MODELS Bayesian probability Inference symbols.namesake REVERSIBLE JUMP Statistics Gamma distribution UNKNOWN NUMBER Optional service Queue management system COMPONENTS Gamma mixtures Markov chain Monte Carlo G/G/1 queue Computational Mathematics symbols INFERENCE Statistics Probability and Uncertainty Algorithm SYSTEM |
| Zdroj: | Computational Statistics, 28(2), 683-700. SPRINGER HEIDELBERG |
| ISSN: | 1613-9658 0943-4062 |
| DOI: | 10.1007/s00180-012-0323-3 |
| Popis: | The paper proposes Bayesian framework in an M/G/1 queuing system with optional second service. The semi-parametric model based on a finite mixture of Gamma distributions is considered to approximate both the general service and re-service times densities in this queuing system. A Bayesian procedure based on birth-death MCMC methodology is proposed to estimate system parameters, predictive densities and some performance measures related to this queuing system such as stationary system size and waiting time. The approach is illustrated with several numerical examples based on various simulation studies. |
| Databáze: | OpenAIRE |
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