presence of heavy-tailed variables. A typical model for heavy-tailed distributions is the
Pareto distribution although this is not adequate in many cases. In this article, we consider a
mixture of two-parameter Pareto distributions as a model for heavy-tailed data and use a
Bayesian approach based on the birth-death Markov chain Monte Carlo algorithm to fit this
model. We estimate some measures of interest related to the queueing system k-Par/M/1 …