Bayesian Estimation of Change Point for Traffic Intensity in M/M/1 Queueing Model under Different Loss Function by Using Quasi Prior
Keywords:
Quasi prior, change point, entropy loss functions, precautionary loss function, squared error loss function.Abstract
The paper is concerned with the problem of change point for the interarrival time distribution for the queueing system. Bayesian estimators of traffic intensities, before the change and after the change and the change point are derived. Finally a numerical example is given to illustrate the results.
