The strategy of E-Bayesian estimation for traffic intensity in a queueing M/M/1 system is developed under different loss functions. The Bayesian and E-Bayesian estimators are derived using a power prior density of traffic intensity and a robust prior for the hyperparameter of the prior distribu- tion. The posterior risk of Bayesian estimators and the associated expected posterior risks of traffic intensity are computed for comparison purposes. A Monte Carlo simulation is conducted for performace analysis of the proposed E-Bayesian estimators using expected posterior criteria.
