Bayesian inference in Markovian queues

This paper is concerned with the Bayesian analysis of general queues with Poisson input and exponential service times. Joint posterior distribution of the arrival rate and the individual service rate is obtained from a sample consisting in n observations of the interarrival process and m complete service times. Posterior distribution of traffic intensity in M/M/c is also obtained and the statistical analysis of the ergodic condition from a decision point of view is discussed.