Abstract

By considering an M|Er|1 queueing model, the maximum likelihood and consistent estimators of arrival and service parameters are obtained by observing interarrival and service times in the system. Bayes estimators of the parameters both under squared error loss function (SELF) and entropy loss function along with minimum posterior risk and minimum Bayes risk associated with the estimators under SELF are derived. Further, Bayes estimator, minimum posterior risk and minimum Bayes risk of the expected number of entity arrivals in the system under SELF are obtained. An expression for the Bayes estimator of the expected number of entity arrivals in the system under LINEX loss function is also derived. Simulation study to illustrate the performance of the proposed estimators is carried out.

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