Moment estimation of customer loss rates from transactional data (Q1271249)

Summary: 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 \(\{S_{j1}\}\) of the initial inter-departure intervals of the busy periods \(j= 1,\dots, M\) 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.