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The “Straightforward” Nature of Arrival Rate Estimation?

In: Computational Probability Applications

Author

Listed:
  • Donald R. Barr

    (USMA)

  • Andrew G. Glen

    (The Colorado College)

  • Harvey F. Graf

    (US Army)

Abstract

How one estimates the parameter in a Poisson process depends critically on the rule used to terminate the sampling period. For observation until the kth arrival, or observation until time t, well-known maximum likelihood estimators (MLEs) can be used, although they can be biased if the sampling period is such that the expected number of arrivals is small. If one uses a stopping rule such as “observe until the kth arrival or time t,” the form of the MLE becomes more complex. In the latter case, it appears a simple ad hoc estimator outperforms its MLE competitor.

Suggested Citation

  • Donald R. Barr & Andrew G. Glen & Harvey F. Graf, 2017. "The “Straightforward” Nature of Arrival Rate Estimation?," International Series in Operations Research & Management Science, in: Andrew G. Glen & Lawrence M. Leemis (ed.), Computational Probability Applications, chapter 4, pages 41-50, Springer.
    • Handle: RePEc:spr:isochp:978-3-319-43317-2_4
    DOI: 10.1007/978-3-319-43317-2_4
    as

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