Bayesian Change Point Problem for Erlang Inter Arrival Time Distribution

Saroja Kumar Singh


In this paper we discuss the problem of change point for the interarrival time distribution in the context of exponential families for the queueing system. We consider the problem of detecting an influential point concerning change-point using Bayes factors. Numerical examples are simulated using Monte Carlo methods for various sample sizes of the arriving customers at different positions of change based on the Erlang distribution.

Full Text:



  • There are currently no refbacks.