Moment estimation of customer loss rates from transactional data

[摘要] 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{Sj1}of the initial inter-departure intervals of the busy periodsj=1,…,Mobserved 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 length1or>1. The estimators are compared with maximum likelihood and parametric model-based estimators found previously.

[学科分类] 应用数学