A Note on Bayesian Analysis in M/M/1 Queues Derived from Confidence Intervals

Abstract

The purpose of this paper is to use the implied likelihood introduced by Efron (1993) for making Bayesian inference about the traffic intensity ρ in a M/M/1 queue, without worrying about nuisance parameters. A comparison with the posterior distribution of ρ obtained by Armero and Bayarri (1992b) is considered.

A MS Classifications::

• 62 A15

Keywords:

• M/M/l queue
• traffic intensity
• implied likelihood
• Bayesian inference