scientific article; zbMATH DE number 1446118

MaRDI QIDQ4953792zbMATH OpenFDO

Authors Harald Schmidbauer, Angi Rösch

Publication date 18 May 2000

zbMATH Keywords

non-informative priorsqueueing systemsubjective Bayes approach

Mathematics Subject Classification ID

Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22)

Review text

This paper is one of a series of essays in Honour of Franz Ferschl's 70th Birthday. It is devoted to study of learning about the parameters of an \(M/E_k /c\) system. The nonexistence of information suggests to look for non-informative priors. The parameters are the average number of arrival per unit time \({\lambda}\), the number of served customers \({\mu}\) and the traffic intensity \({\rho}={\lambda}{\mu}\). Using the improper prior densities of \({\mu}\) and \({\lambda}\) the prior of \({\rho}\) has been obtained. When \(0<{\lambda}<1\) the existence of an equilibrium is needed. The case \({\rho}<1\) is detailed examined. An example is developed an the role of \(\text{Prob }({\rho}>1)\) is discussed using numerical results. For the entire collection see [Zbl 0930.00096].

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(3)

• Posterior analysis of the queue characteristics in power supply system model
• Classical and Bayes estimation in the M|D|1 queueing system
• Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors

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