Bayesian analysis of an M|M|1|∞ queueing model

Abstract

In this paper, by considering an M|M|1|∞ queueing model, Bayes estimators of traffic intensity and measures of system performance are worked out under squared error loss function (SELF) based on observed data on the independent interarrival and service times. Further, minimum posterior risk associated with Bayes estimators of traffic intensity and system performance measures are obtained under SELF. Numerical illustration of the performance of the estimates is given through simulation study. It is shown that Bayes estimators perform better than the maximum likelihood estimators under the influence of prior information.