Moment estimation of customer loss rates from transactional data

D. J. Daley and L. D. Servi

International Journal of Stochastic Analysis, 1998, vol. 11, 1-10

Abstract:

Moment estimators are proposed for the arrival and customer loss rates of a many-server queueing system with a Poisson arrival process with customer loss via balking or reneging. These estimators are based on the lengths { S j 1 } of the initial inter-departure intervals of the busy periods j = 1 , … , M observed in a dataset consisting of service starting and finishing times and encompassing both busy and idle periods of the process, and whether those busy periods are of length 1 or > 1 . The estimators are compared with maximum likelihood and parametric model-based estimators found previously.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:137918

DOI: 10.1155/S1048953398000252

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