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Moment estimation of customer loss rates from transactional data

Author

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  • D. J. Daley
  • L. D. Servi

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.

Suggested Citation

  • D. J. Daley & L. D. Servi, 1998. "Moment estimation of customer loss rates from transactional data," International Journal of Stochastic Analysis, Hindawi, vol. 11, pages 1-10, January.
    • Handle: RePEc:hin:jnijsa:137918
    DOI: 10.1155/S1048953398000252
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    Cited by:

    1. Aleksandrina Goeva & Henry Lam & Huajie Qian & Bo Zhang, 2019. "Optimization-Based Calibration of Simulation Input Models," Operations Research, INFORMS, vol. 67(5), pages 1362-1382, September.

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