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

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  • A. Mohammadi
  • M. Salehi-Rad
  • E. Wit

Abstract

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 considered to approximate both the general service and re-service times densities in this queuing system. A Bayesian procedure based on birth-death MCMC methodology is proposed to estimate system parameters, predictive densities and some performance measures related to this queuing system such as stationary system size and waiting time. The approach is illustrated with several numerical examples based on various simulation studies. Copyright The Author(s) 2013

Suggested Citation

  • A. Mohammadi & M. Salehi-Rad & E. Wit, 2013. "Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service," Computational Statistics, Springer, vol. 28(2), pages 683-700, April.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:2:p:683-700
    DOI: 10.1007/s00180-012-0323-3
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    References listed on IDEAS

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    1. David I. Hastie & Peter J. Green, 2012. "Model choice using reversible jump Markov chain Monte Carlo," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(3), pages 309-338, August.
    2. Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, October.
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