.DESLib.RandomLib.Variates.Continuous.Erlang

Information

Erlang

Erlang probability distribution function.

Syntax

Erlang(g,beta,m)

Description

Generates a random variate following the Erlang probability distribution function, with parameters beta and m. The generated variate corresponds to the sum of m random variates following the Exponential distribution of mean beta/m.

The pseudo-code algorithm used for this distribution is:

1. Generate y[1],...,y[m] as IID U(0,1)
2. Return x = (-beta/m)*ln(product(y))

Examples

  (u,g) := Erlang(g,0.5,4);

Interface

function Erlang
  extends Var;
end Erlang;