Bayesian prediction of waiting times in stochastic models

DOI10.2307/3315981MaRDI QIDQ4521140zbMATH OpenOpenAlexFDO

Authors R. W. Butler, Aparna V. Huzurbazar

Publication date 10 June 2002

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/36f674d990f0ded440d27aff42a13f20cafda7ce

zbMATH Keywords

Bayesian predictive distributionsbirth-death processesLaplace's approximationMarkov processesqueuessaddlepoint approximationsemi-Markov processes

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

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Cited in

(9)

• Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
• Reliabilities for feedback systems and their saddlepoint approximation.
• Modeling dependence structures for response times in a Bayesian framework
• Best Unbiased Estimation and CAN Property in the Stable M/M/1 Queue
• ML and UMVU estimation in the \(\mathrm{M}/\mathrm{D}/1\) queuing system
• Survival analysis in supply chains using statistical flowgraph models: Predicting time to supply chain disruption
• Estimation of measures in M/M/1 queue
• On Bayesian forecasting of procurement delays: a case study
• Stochastic Network Models for Survival Analysis

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