Bayesian inference and prediction in an M/G/1 with optional second service

Abdolreza Mohammadi (1) , Mohammad Reza Salehi Rad (2)

1 Statistics
2 Statistics

In this article, we exploit the Bayesian inference and prediction for an M/G/1 queuing system with optional second re-service. A service unit attends customers arriving following a Poisson process and demanding service according to a general distribution and some of customers need to re-service with probability "p". First, we introduce a mixture of truncated Normal distributions on to approximate the service and re-service time densities. Then, given observations of the system, we propose a Bayesian procedure based on birth-death MCMC methodology to estimate some performance measures. Finally, we apply the theories in practice by providing a numerical example.

Mots clés: Physical Sciences

Domaines: Calcul [stat.CO]

Abdolreza Mohammadi, Mohammad Reza Salehi Rad. Bayesian inference and prediction in an M/G/1 with optional second service. Communications in Statistics - Simulation and Computation, 2011, 41 (03), pp.419-435. ⟨10.1080/03610918.2011.588358⟩. ⟨hal-00743439⟩