Abstract
In this paper, we consider the Bayesian inference of M/M/đť‘… queue with đť‘… heterogeneous servers with service rates
References
[1] R. Calibria and G. Pulcini, Point estimation under asymmetric loss function for left truncated exponential samples, Comm. Statist. Theory Methods 25 (1996), 585–600. 10.1080/03610929608831715Suche in Google Scholar
[2]
R. I. David, W. Michael and R. Fabrizio,
Bayesian analysis of M/
[3] D. Gross and P. Harris, Fundamentals of Queueing Theory, 3rd ed., Wiley, New York, 1998. Suche in Google Scholar
[4] W. K. Hastings, Monte Carlo sampling using Markov chain and their applications, Biometrika 57 (1970), 97–109. 10.1093/biomet/57.1.97Suche in Google Scholar
[5] J. K. Jose and V. Deepthi, Bayesian inference of Markovian queueing model with two heterogeneous servers, Stoch. Model. Appl. Probab. 24 (2020), 1–14. Suche in Google Scholar
[6] L. B. Klebnov, Universal loss function and unbiased estimation, Dokl. Akad. Nank SSSR Soviet Maths. Dokl. 203 (1972), 1249–1251. Suche in Google Scholar
[7] M. Landauskas and E. Valakevieius, MCMC approach to modelling queueing systems, Liet. Mat. Rink. 21 (2010), 285–290. Suche in Google Scholar
[8] A. M. Mathai and P. G. Moschopoulos, A form of multivariate gamma distribution, Ann. Inst. Statist. Math. 44 (1992), 97–106. 10.1007/BF00048672Suche in Google Scholar
[9] J. Medhi, Stochastic Models in Queueing Theory, Academic Press, New York, 1991. Suche in Google Scholar
[10] N. Metropolis, M. N. Rosenbluth, A. H. Teller and E. Teller, Equations of state calculations by fast computing machine, J. Chem. Phys. 21 (1953), 1087–1091. 10.2172/4390578Suche in Google Scholar
[11] W. Wang, V. Casale and C. Sutton, A Bayesian approach to parameter inference in queueing networks, ACM Trans. Model. Comput. Simul. 27 (2016), 1–26. 10.1145/2893480Suche in Google Scholar
[12] A. Zellner, Bayesian methods and prediction using asymmetric loss function, J. Amer. Statist. Assoc. 81 (1986), 446–451. 10.1080/01621459.1986.10478289Suche in Google Scholar
© 2020 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- A Stochastic Control Model of Investment and Consumption with Applications to Financial Economics
- Bayesian Estimation of an M/M/đť‘… Queue with Heterogeneous Servers Using Markov Chain Monte Carlo Method
- The Reflected-Shifted-Truncated Lindley Distribution with Applications
- The Marshall–Olkin Transmuted-G Family of Distributions
- Time-Dependent Stress-Strength Reliability Models with Phase-Type Cycle Times
Artikel in diesem Heft
- Frontmatter
- A Stochastic Control Model of Investment and Consumption with Applications to Financial Economics
- Bayesian Estimation of an M/M/đť‘… Queue with Heterogeneous Servers Using Markov Chain Monte Carlo Method
- The Reflected-Shifted-Truncated Lindley Distribution with Applications
- The Marshall–Olkin Transmuted-G Family of Distributions
- Time-Dependent Stress-Strength Reliability Models with Phase-Type Cycle Times