Ciuiu, Daniel (2007): Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems. Published in: Buletinul Stiintific al UTCB (TUCEB Scientific Buletin) No. 4 (December 2007): pp. 46-57.
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In this paper we will use the Bayesian inference for the parameters that appear in the queueing systems. We will estimate these parameters and we will build confidence intervals and significance tests for them, considering the parameters of the exponential Poisson and geometric distribution. We will also use the Neyman and the Neyman-Bayes inference for the exponential and Poisson distribution.
| Item Type: | MPRA Paper |
|---|---|
| Language: | English |
| Keywords: | parameters estimation, confidence intervals, statistical tests, Bayes |
| Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C12 - Hypothesis Testing C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C11 - Bayesian Analysis |
| ID Code: | 15049 |
| Deposited By: | Daniel Ciuiu |
| Deposited On: | 06. May 2009 16:22 |
| Last Modified: | 06. May 2009 16:22 |
| References: | [1] SØREN ASMUSSEN: "Applied Probabilities and Queues", John Wiley and Sons Inc., 1987 [2] JAMES O. BERGER, WILLIAM E. STRAWDERMAN: "Choice of Hierarchical Priors: Admissibility in Estimation of Normal Means", The Annals of Statistics, Vol. 24, No. 3, 1996, pg. 931-951 [3] DANIEL CIUIU: "Queing Networks", PH.D. Thesis, Universitaty of Bucharest, January 20, 2006 [4] MONICA DUMITRESCU, VICTORINA PANAITE: "Complete Neyman-Bayes Estimation Procedures for the Mean of a Normal Distribution", Annals of University of Bucharest, No, 2003, pg. 31-43 [5] LEONARD KLEINROCK: "Queueing Systems", John Wiley and Sons Inc., 1975 [6] JUN S. LIU: "Nonparametric Hierarchical Bayes via Sequential Imputations", The Annals of Statistics, Vol. 24, No. 3, 1996, pg. 911-930 [7] ALBERT Y. LO, JAVIER CABRERA: "Bayes Procedures for Rotationally Symmetric Models on the Sphere", The Annals of Statistics, Vol. 15, No. 3, 1987, pg. 1257-1268 [8] VASILE PREDA: "The theory of statistical decisions" Academy Publishing House, Bucharest, 1992 |
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