Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service
Reza Mohammadi, Mohammad Reza Salehi Rad, Ernst C. Wit · Computational Statistics · 2012
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.