functionErlang
Erlang
Extends from Var (prototype for variate generation functions).
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);
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Generator | g (from Var) | Random number generator | |
| Real | a (from Var) | 0 | First parameter of the prob. distribution |
| Real | b (from Var) | 0 | Second parameter of the prob. distribution |
| Real | c (from Var) | 0 | Third parameter of the prob. distribution (only for the Johnson and Triangular distributions) |
| Real | d (from Var) | 0 | Fourth parameter of the prob. distribution (only for the Johnson distribution) |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | x (from Var) | Generated random variate | |
| Generator | gout (from Var) | Updated random number generator |