Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors
Azadeh Kiapour
Abstract
Azadeh Kiapour
Abstract
One of characteristics of the traffic intensity in M/M/1 queue is the expected queue length. In this article, the problem of Bayes, E-Bayes, and robust Bayes estimation of the expected length in a M/M/1 queue system under a scale invariant squared error loss function is considered. We find the Bayes, E-Bayes, and robust Bayes estimators of the expected length. Finally, a simulation study is conducted for comparison of the proposed Bayes estimators.
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One of characteristics of the traffic intensity in M/M/1 queue is the expected queue length. In this article, the problem of Bayes, E-Bayes, and robust Bayes estimation of the expected length in a M/M/1 queue system under a scale invariant squared error loss function is considered. We find the Bayes, E-Bayes, and robust Bayes estimators of the expected length. Finally, a simulation study is conducted for comparison of the proposed Bayes estimators.
Key concepts: Bayes' theorem, Bayes estimator, Prior probability, Estimator, Bayes' rule, Queue, Bayes factor, Mathematics