Bayesian Inference and Prediction in an M/G/1 with Optional Second Service

In this article, we exploit the Bayesian inference and prediction for an M/G/1 queuing system with optional second re-service. A service unit attends customers arriving following a Poisson process and demanding service according to a general distribution and some of customers need to re-service with probability "p". First, we introduce a mixture of truncated Normal distributions on to approximate the service and re-service time densities. Then, given observations of the system, we propose a Bayesian procedure based on birth-death MCMC methodology to estimate some performance measures. Finally, we apply the theories in practice by providing a numerical example. URL: http://mc.manuscriptcentral.com/lssp E-mail: [email protected] Communications in Statistics Simulation and Computation