This paper presents the estimates of the parameters of a Markovian queuing model that considers a Poisson arrival rate and a state-dependent service rate based on the system’s condition. State-dependent service implies that the server’s performance varies according to the number of customers waiting for service. If there’s a lengthy queue, the server operates more efficiently, whereas if there are fewer customers, the server works at a slower pace. The primary goal of this paper is to compute estimates for the traffic intensity ( ρ ), using two prominent statistical approaches: maximum likelihood (ML) and Bayesian estimation. The central premise of our study revolves around these estimation techniques under the assumption of various prior distributions, including the beta prior of first and second kind, gamma, truncated gamma, and uniform prior. To achieve our objectives, we employ the powerful method of Markov Chain Monte Carlo (MCMC) simulations. Here MCMC simulations serve as a crucial tool in generating estimates for traffic intensity, encompassing both ML and Bayesian perspectives. Moreover, we go beyond point estimates and obtained confidence intervals and credible intervals for the parameters. Also, we calculate the posterior risk which takes into consideration not only the estimates themselves but also the associated uncertainties.
Read full abstract