Erlang Distribution
Given a Poisson distribution with a rate of change ,
the distribution function
giving the waiting times until the
th Poisson event is
|
(1)
| |||
|
(2)
|
for ,
where
is a complete gamma function, and
an incomplete
gamma function. With
explicitly an integer, this distribution is known as the Erlang
distribution, and has probability function
|
(3)
|
It is closely related to the gamma distribution, which is obtained by letting (not necessarily an integer) and defining
. When
, it simplifies to the exponential
distribution.
Evans et al. (2000, p. 71) write the distribution using the variables
and
.
See also
Exponential Distribution, Gamma Distribution, Poisson DistributionExplore with Wolfram|Alpha
References
Evans, M.; Hastings, N.; and Peacock, B. "Erlang Distribution." Ch. 12 in Statistical Distributions, 3rd ed. New York: Wiley, pp. 71-73, 2000.Referenced on Wolfram|Alpha
Erlang DistributionCite this as:
Weisstein, Eric W. "Erlang Distribution." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ErlangDistribution.html