The “Straightforward” Nature of Arrival Rate Estimation?

Donald R. Barr, Andrew G. Glen () and Harvey F. Graf
Additional contact information
Donald R. Barr: USMA
Andrew G. Glen: The Colorado College
Harvey F. Graf: US Army

Chapter 4 in Computational Probability Applications, 2017, pp 41-50 from Springer

Abstract: Abstract How one estimates the parameter in a Poisson process depends critically on the rule used to terminate the sampling period. For observation until the kth arrival, or observation until time t, well-known maximum likelihood estimators (MLEs) can be used, although they can be biased if the sampling period is such that the expected number of arrivals is small. If one uses a stopping rule such as “observe until the kth arrival or time t,” the form of the MLE becomes more complex. In the latter case, it appears a simple ad hoc estimator outperforms its MLE competitor.

Keywords: Maximum likelihood estimator; Poisson process; Sampling plan (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-319-43317-2_4

Ordering information: This item can be ordered from
http://www.springer.com/9783319433172

DOI: 10.1007/978-3-319-43317-2_4

Access Statistics for this chapter

More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().