Journal of Applied Mathematics and Stochastic Analysis 
Volume 11 (1998), Issue 3, Pages 301-310
doi:10.1155/S1048953398000252

Moment estimation of customer loss rates from transactional data

D. J. Daley1 and L. D. Servi2

 1Australian National University, School of Mathematical Sciences, ACT, Canberra 0200 , Australia
2GTE Laboratories Incorporated, 40 Sylvan Road, Waltham 02254, MA, USA
Received 1 October 1997

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 {Sj1} 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.