A Bayesian inference to estimate change point for traffic intensity in M/M/1 queueing model

The paper is concerned with the problem of change point for the inter arrival time distribution for the M/M/1 queueing system by considering the number of customers present in the system. Bayesian estimators of traffic intensities, before the change $$(\rho _1)$$ and after the change $$(\rho _2)$$ , and the change point m are derived using the informative as well as non-informative priors under different loss functions. Finally a numerical example along with a practical example is given to illustrate the results.