Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service

A Mohammadi, MR Salehi-Rad, EC Wit - Computational Statistics, 2013 - Springer
The paper proposes Bayesian framework in an M/G/1 queuing system with optional second
service. The semi-parametric model based on a finite mixture of Gamma distributions is …

[PDF][PDF] Parameter estimation for the double-pareto distribution

FM Al-Athari - Journal of mathematics and statistics, 2011 - Citeseer
Problem statement: The double Pareto distribution appeared most often as model for variety
of fields, including archaeology, biology, economics, environmental science, finance and …

Estimation of measures in M/M/1 queue

V Srinivas, S Subba Rao, BK Kale - Communications in Statistics …, 2011 - Taylor & Francis
Maximum likelihood and uniform minimum variance unbiased estimators of steady-state
probability distribution of system size, probability of at least ℓ customers in the system in …

Bayesian inference for double Pareto lognormal queues

P Ramirez-Cobo, RE Lillo, S Wilson, MP Wiper - 2010 - projecteuclid.org
Bayesian inference for double Pareto lognormal queues Page 1 The Annals of Applied
Statistics 2010, Vol. 4, No. 3, 1533–1557 DOI: 10.1214/10-AOAS336 © Institute of Mathematical …

A bivariate two-state Markov modulated Poisson process for failure modeling

YG Yera, RE Lillo, BF Nielsen, P Ramírez-Cobo… - Reliability Engineering & …, 2021 - Elsevier
Motivated by a real failure dataset in a two-dimensional context, this paper presents an
extension of the Markov modulated Poisson process (MMPP) to two dimensions. The one …

Parameter and state estimation in queues and related stochastic models: A bibliography

A Asanjarani, Y Nazarathy - arXiv preprint arXiv:1701.08338, 2017 - arxiv.org
This is an annotated bibliography on estimation and inference results for queues and related
stochastic models. The purpose of this document is to collect and categorise works in the …

ML and UMVU estimation in the M/D/1 queuing system

V Srinivas, BK Kale - Communications in Statistics-Theory and …, 2016 - Taylor & Francis
In the imbedded Markov chain (IMC) analysis of M/G/1 queuing system, X 1, X 2,…, Xn,…
form a sequence of iid random variables. where Xn denotes the number of customer arrivals …

Analysis of stationary queue-length distributions of the BMAP/R(a,b)/1 queue

SK Samanta, B Bank - International Journal of Computer …, 2020 - Taylor & Francis
This paper investigates an infinite waiting space single-server queueing system in which
customers arrive according to a batch Markovian arrival process. The server serves the …

Fitting procedure for the two-state Batch Markov modulated Poisson process

YG Yera, RE Lillo, P Ramírez-Cobo - European Journal of Operational …, 2019 - Elsevier
Abstract The Batch Markov Modulated Poisson Process (BMMPP) is a subclass of the
versatile Batch Markovian Arrival Process (BMAP) which has been proposed for the …

Bayesian Analysis of the Stationary MAP2

P Ramírez-Cobo, RE Lillo, MP Wiper - 2017 - projecteuclid.org
In this article we describe a method for carrying out Bayesian estimation for the two-state
stationary Markov arrival process (MAP 2), which has been proposed as a versatile model in …