Bayesian prediction in M/M/1 queues

Simple queues with Poisson input and the exponential service times are considered to illustrate how well-suited Bayesian methods are used to handle the common inferential aims that appear when dealing with queue problems. The emphasis will mainly be placed on prediction; in particular, the authors study the predictive distribution of usual measures of effectiveness in an M/M/1 queue system, such as the number of customers in the queue and in the system, the waiting time in the queue and in the system, and length of an idle period and the length of a busy period.