Bayesian prediction of waiting times in stochastic models

DOI10.2307/3315981MaRDI QIDQ4521140zbMATHOpenAlexFDO

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

birth-death processessaddlepoint approximationMarkov processesqueuessemi-Markov processesLaplace's approximationBayesian predictive distributions

Mathematics Subject Classification ID

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

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Cites work

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• Accurate Approximations for Posterior Moments and Marginal Densities
• Approximate predictive likelihood
• Approximations for densities of sufficient estimators
• Laplace expansion for posterior densities of nonlinear functions of parameters
• Markov Renewal Processes with Finitely Many States
• Non-negative matrices and Markov chains.
• Regenerative stochastic processes
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• Stochastic Network Models for Survival Analysis
• Tail Probability Approximations
• The Simulation of Generalized Inverse Gaussian and Hyperbolic Random Variables
• The Uniform Asymptotic Expansion of a Class of Integrals Related to Cumulative Distribution Functions

Cited in

(8)

• Modeling dependence structures for response times in a Bayesian framework
• Estimation of measures in M/M/1 queue
• 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
• On Bayesian forecasting of procurement delays: a case study
• Reliabilities for feedback systems and their saddlepoint approximation.
• Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
• Survival analysis in supply chains using statistical flowgraph models: Predicting time to supply chain disruption

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