Bayesian Inference and UMVU estimation in the single server M|M|1|∞ queue

In this paper, by considering an M|M|1|∞ queueing model, Bayes estimators of traffic intensity and system performance measures are discussed under (i) squared error loss function (SELF) (ii) entropy loss function (ELF) and (iii) LINEX loss function with Beta prior. Further, minimum posterior risk and minimum Bayes risk associated with Bayes estimators of traffic intensity and system performance measures are obtained under SELF. The performance of the Bayes estimators of traffic intensity and system performance measures of the queueing model are compared with the Uniformly Minimum Variance Unbiased Estimators (UMVUEs) through simulation.