Statistics[Distributions]
Erlang
Erlang distribution
Calling Sequence
Parameters
Description
Examples
References
Erlang(b, c)
ErlangDistribution(b, c)
b
-
scale parameter
c
shape parameter
The Erlang distribution is a continuous probability distribution with probability density function given by:
f⁡t=0t<0tbc−1⁢ⅇ−tbb⁢Γ⁡cotherwise
subject to the following conditions:
0<b,c::ℤ+
The Erlang distribution is equivalent to the Gamma distribution except for the imposed condition that c is a positive integer.
Note that the Erlang command is inert and should be used in combination with the RandomVariable command.
with⁡Statistics:
X≔RandomVariable⁡Erlang⁡b,c:
PDF⁡X,u
0u<0ubc−1⁢ⅇ−ubb⁢Γ⁡cotherwise
PDF⁡X,0.5
0.5bc−1.⁢ⅇ−0.5bb⁢Γ⁡c
Mean⁡X
b⁢c
Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.
Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
See Also
Statistics
Statistics[RandomVariable]
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