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
Externally publishedYes

Fingerprint

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

Keywords

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

ASJC Scopus subject areas

  • Management Science and Operations Research
  • Computer Science Applications
  • 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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