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Bayesian change point problem for traffic intensity in \(M/E_r/1\) queueing model

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Abstract

In this paper, we study the change point problem for the \(M/E_r/1\) queueing system. Bayesian estimators of parameter and the change point are derived under different loss functions using both the informative (beta prior) and non-informative priors (Jeffreys prior). Also empirical Bayes procedure is used to compute the parameters. Simulation and data analysis on real life are given to illustrate the results.

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Acknowledgements

The authors are thankful to the anonymous referees for their precious comments which led to significant improvement in the paper.

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Authors and Affiliations

  1. P. G. Department of Statistics, Sambalpur University, Odisha, India

    Saroja Kumar Singh & Sarat Kumar Acharya

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  1. Saroja Kumar Singh
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  2. Sarat Kumar Acharya
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Correspondence to Saroja Kumar Singh.

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Singh, S.K., Acharya, S.K. Bayesian change point problem for traffic intensity in \(M/E_r/1\) queueing model. Jpn J Stat Data Sci 2, 49–70 (2019). https://doi.org/10.1007/s42081-018-0026-2

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  • DOI: https://doi.org/10.1007/s42081-018-0026-2

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