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 language | English (US) |
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Pages (from-to) | 179-202 |
Number of pages | 24 |
Journal | Queueing Systems |
Volume | 11 |
Issue number | 3 |
DOIs | |
State | Published - Sep 1 1992 |
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