Empirical Bayes estimation for queueing systems and networks

Dharma S Thiruvaiyaru, Ishwar V. Basawa

Research output: Contribution to journalArticle

26 Citations (Scopus)

Abstract

Empirical Bayes estimators are derived for standard M/M/1 queues, M/M/1 queues with state-dependent arrival and service rates, finite capacity M/M/1 queues with state-dependent rates and for open Jackson networks. The asymptotic properties of the empirical Bayes estimators are derived both with respect to the conditional distribution of the observations given the parameters, and with respect to the joint distribution of the observations and the parameters.

Original languageEnglish (US)
Pages (from-to)179-202
Number of pages24
JournalQueueing Systems
Volume11
Issue number3
DOIs
StatePublished - Sep 1 1992

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Empirical Bayes
Queueing networks
Queueing system
Queue
Estimator
Joint distribution
Conditional distribution
Asymptotic properties

Keywords

  • Bayes procedures
  • Markovian queues
  • empirical Bayes estimators
  • maximum likelihood estimation
  • networks of queues

ASJC Scopus subject areas

  • Statistics and Probability
  • Computer Science Applications
  • Management Science and Operations Research
  • Computational Theory and Mathematics

Cite this

Empirical Bayes estimation for queueing systems and networks. / Thiruvaiyaru, Dharma S; Basawa, Ishwar V.

In: Queueing Systems, Vol. 11, No. 3, 01.09.1992, p. 179-202.

Research output: Contribution to journalArticle

Thiruvaiyaru, Dharma S ; Basawa, Ishwar V. / Empirical Bayes estimation for queueing systems and networks. In: Queueing Systems. 1992 ; Vol. 11, No. 3. pp. 179-202.
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