Bayesian Questions and Answers in Queues¹

Abstract

Abstract A queueing system occurs when “customers” arrive at some facility requiring a certain type of “service” provided by the “servers”. Both the arrival pattern and the service requirements are usually taken to be random. If all servers are busy when customers arrive, they usually wait in line to get served. The statistical analysis of queueing systems poses a number of interesting and challenging questions and Bayesian methods are especially well suited to deal with them. In this paper we address some of these questions for a number of Markovian queueing systems, in which both the interarrival and the service time are assumed to be exponential, and the number of servers can vary.

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