Moment estimation of customer loss rates from transactional data. (1998)

• Record Type: Journal Article
• Authors: Daley, D. J.; Servi, L. D.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 11:Number 3(1998)
• Page Start: 301
• Page End: 310
• Publication Date: 1998
• Subjects: balking -- reneging -- customer loss -- moment estimation -- transactional data; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953398000252
• Languages: English
• ISSNs: 1048-9533

Abstract

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.