This article is cited in 2 papers

Bayesian queuing and reliability models: Degenerate-Weibull case

A. A. Kudryavtsev, A. I. Titova

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: This paper is devoted to Bayesian queuing and reliability models. In the framework of the Bayesian approach, it is assumed that the key parameters of classical systems are random and only their a priori distributions are known. By randomizing system's parameters such as the input flow intensity and the service intensity, one may randomize system's characteristics, for example, system's loading factor. The Bayesian approach can be used in the case of studying large groups of systems and devices or one system with variable characteristics. The results for probability characteristics of the system's loading factor and the probability that the claim received by the system will not be lost in the case of the system of the $M|M|1|0$ type where one of the system's parameters has a degenerate distribution and the other has the Weibull distribution are presented.

Keywords: Bayesian approach; queuing theory; reliability theory; mixed distributions; Weibull distribution; degenerate distribution.

Received: 29.06.2016

DOI: 10.14357/19922264160407

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