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Erlang distribution - Wikipedia

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class="vector-toc-numb">1.3</span> <span>Erlang-<i>k</i></span> </div> </a> <ul id="toc-Erlang-k-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Median" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Median"> <div class="vector-toc-text"> <span class="vector-toc-numb">1.4</span> <span>Median</span> </div> </a> <ul id="toc-Median-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Generating_Erlang-distributed_random_variates" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Generating_Erlang-distributed_random_variates"> <div class="vector-toc-text"> <span class="vector-toc-numb">2</span> <span>Generating Erlang-distributed random variates</span> </div> </a> <ul id="toc-Generating_Erlang-distributed_random_variates-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Applications" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Applications"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>Applications</span> </div> </a> <button aria-controls="toc-Applications-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Applications subsection</span> </button> <ul id="toc-Applications-sublist" class="vector-toc-list"> <li id="toc-Waiting_times" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Waiting_times"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Waiting times</span> </div> </a> <ul id="toc-Waiting_times-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Other_applications" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Other_applications"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2</span> <span>Other applications</span> </div> </a> <ul id="toc-Other_applications-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Properties" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Properties"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>Properties</span> </div> </a> <ul id="toc-Properties-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Related_distributions" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Related_distributions"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>Related distributions</span> </div> </a> <ul id="toc-Related_distributions-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Notes" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Notes"> <div class="vector-toc-text"> <span class="vector-toc-numb">7</span> <span>Notes</span> </div> </a> <ul id="toc-Notes-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">8</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-External_links" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#External_links"> <div class="vector-toc-text"> <span class="vector-toc-numb">9</span> <span>External links</span> </div> </a> <ul id="toc-External_links-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" > <input type="checkbox" id="vector-page-titlebar-toc-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-vector-page-titlebar-toc" class="vector-dropdown-checkbox " aria-label="Toggle the table of contents" > <label id="vector-page-titlebar-toc-label" for="vector-page-titlebar-toc-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--icon-only " aria-hidden="true" ><span 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Available in 16 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-16" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">16 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-be mw-list-item"><a href="https://be.wikipedia.org/wiki/%D0%A0%D0%B0%D0%B7%D0%BC%D0%B5%D1%80%D0%BA%D0%B0%D0%B2%D0%B0%D0%BD%D0%BD%D0%B5_%D0%AD%D1%80%D0%BB%D0%B0%D0%BD%D0%B3%D0%B0" title="Размеркаванне Эрланга – Belarusian" lang="be" hreflang="be" data-title="Размеркаванне Эрланга" data-language-autonym="Беларуская" data-language-local-name="Belarusian" class="interlanguage-link-target"><span>Беларуская</span></a></li><li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Distribuci%C3%B3_d%27Erlang" title="Distribució d&#039;Erlang – Catalan" lang="ca" hreflang="ca" data-title="Distribució d&#039;Erlang" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Erlang-Verteilung" title="Erlang-Verteilung – German" lang="de" hreflang="de" data-title="Erlang-Verteilung" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Distribuci%C3%B3n_de_Erlang" title="Distribución de Erlang – Spanish" lang="es" hreflang="es" data-title="Distribución de Erlang" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eu mw-list-item"><a href="https://eu.wikipedia.org/wiki/Erlang_banaketa" title="Erlang banaketa – Basque" lang="eu" hreflang="eu" data-title="Erlang banaketa" data-language-autonym="Euskara" data-language-local-name="Basque" class="interlanguage-link-target"><span>Euskara</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D8%AA%D9%88%D8%B2%DB%8C%D8%B9_%D8%A7%D8%B1%D9%84%D8%A7%D9%86%DA%AF" title="توزیع ارلانگ – Persian" lang="fa" hreflang="fa" data-title="توزیع ارلانگ" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/Loi_d%27Erlang" title="Loi d&#039;Erlang – French" lang="fr" hreflang="fr" data-title="Loi d&#039;Erlang" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Distribuzione_di_Erlang" title="Distribuzione di Erlang – Italian" lang="it" hreflang="it" data-title="Distribuzione di Erlang" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%94%D7%AA%D7%A4%D7%9C%D7%92%D7%95%D7%AA_%D7%90%D7%A8%D7%9C%D7%A0%D7%92" title="התפלגות ארלנג – Hebrew" lang="he" hreflang="he" data-title="התפלגות ארלנג" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-hu mw-list-item"><a href="https://hu.wikipedia.org/wiki/Erlang-eloszl%C3%A1s" title="Erlang-eloszlás – Hungarian" lang="hu" hreflang="hu" data-title="Erlang-eloszlás" data-language-autonym="Magyar" data-language-local-name="Hungarian" class="interlanguage-link-target"><span>Magyar</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Erlang-verdeling" title="Erlang-verdeling – Dutch" lang="nl" hreflang="nl" data-title="Erlang-verdeling" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E3%82%A2%E3%83%BC%E3%83%A9%E3%83%B3%E5%88%86%E5%B8%83" title="アーラン分布 – Japanese" lang="ja" hreflang="ja" data-title="アーラン分布" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Rozk%C5%82ad_Erlanga" title="Rozkład Erlanga – Polish" lang="pl" hreflang="pl" data-title="Rozkład Erlanga" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-pt mw-list-item"><a href="https://pt.wikipedia.org/wiki/Distribui%C3%A7%C3%A3o_Erlang" title="Distribuição Erlang – Portuguese" lang="pt" hreflang="pt" data-title="Distribuição Erlang" data-language-autonym="Português" data-language-local-name="Portuguese" class="interlanguage-link-target"><span>Português</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%A0%D0%BE%D0%B7%D0%BF%D0%BE%D0%B4%D1%96%D0%BB_%D0%95%D1%80%D0%BB%D0%B0%D0%BD%D0%B3%D0%B0" title="Розподіл Ерланга – Ukrainian" lang="uk" hreflang="uk" data-title="Розподіл Ерланга" data-language-autonym="Українська" 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citations.</span> <span class="date-container"><i>(<span class="date">June 2012</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> </div> </div><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <style data-mw-deduplicate="TemplateStyles:r1257001546">.mw-parser-output .infobox-subbox{padding:0;border:none;margin:-3px;width:auto;min-width:100%;font-size:100%;clear:none;float:none;background-color:transparent}.mw-parser-output .infobox-3cols-child{margin:auto}.mw-parser-output .infobox .navbar{font-size:100%}@media screen{html.skin-theme-clientpref-night .mw-parser-output .infobox-full-data:not(.notheme)>div:not(.notheme)[style]{background:#1f1f23!important;color:#f8f9fa}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .infobox-full-data:not(.notheme) div:not(.notheme){background:#1f1f23!important;color:#f8f9fa}}@media(min-width:640px){body.skin--responsive .mw-parser-output .infobox-table{display:table!important}body.skin--responsive .mw-parser-output .infobox-table>caption{display:table-caption!important}body.skin--responsive .mw-parser-output .infobox-table>tbody{display:table-row-group}body.skin--responsive .mw-parser-output .infobox-table tr{display:table-row!important}body.skin--responsive .mw-parser-output .infobox-table th,body.skin--responsive .mw-parser-output .infobox-table td{padding-left:inherit;padding-right:inherit}}</style><style data-mw-deduplicate="TemplateStyles:r1247679731">.mw-parser-output .ib-prob-dist{border-collapse:collapse;width:20em}.mw-parser-output .ib-prob-dist td,.mw-parser-output .ib-prob-dist th{border:1px solid var(--border-color-base,#a2a9b1)}.mw-parser-output .ib-prob-dist .infobox-subheader{text-align:left}.mw-parser-output .ib-prob-dist-image{background:var(--background-color-neutral,#eaecf0);font-weight:bold;text-align:center}</style><table class="infobox infobox-table ib-prob-dist"><caption class="infobox-title">Erlang</caption><tbody><tr><td colspan="4" class="infobox-image"> <div class="ib-prob-dist-image">Probability density function</div><span typeof="mw:File"><a href="/wiki/File:Erlang_dist_pdf2.svg" class="mw-file-description" title="Probability density plots of Erlang distributions"><img alt="Probability density plots of Erlang distributions" src="//upload.wikimedia.org/wikipedia/commons/thumb/2/29/Erlang_dist_pdf2.svg/325px-Erlang_dist_pdf2.svg.png" decoding="async" width="325" height="244" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/2/29/Erlang_dist_pdf2.svg/488px-Erlang_dist_pdf2.svg.png 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scope="row" class="infobox-label"><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameters</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k\in \{1,2,3,\ldots \},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mn>3</mn> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo fence="false" stretchy="false">}</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k\in \{1,2,3,\ldots \},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9ca8cfba882a9520bd32a07aba52b05c13434ece" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.336ex; height:2.843ex;" alt="{\displaystyle k\in \{1,2,3,\ldots \},}"></span> <a href="/wiki/Shape_parameter" title="Shape parameter">shape</a> <br /><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda \in (0,\infty ),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> <mo>&#x2208;<!-- ∈ --></mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda \in (0,\infty ),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/225ce4d16b98e1f0989ce4552e2bb527c20e8c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.172ex; height:2.843ex;" alt="{\displaystyle \lambda \in (0,\infty ),}"></span> rate <br />alt.: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \beta =1/\lambda ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B2;<!-- β --></mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03BB;<!-- λ --></mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \beta =1/\lambda ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cbfeab7c8510156d2d5028e1f9eb6b2a22d1b3e1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.757ex; height:2.843ex;" alt="{\displaystyle \beta =1/\lambda ,}"></span> <a href="/wiki/Scale_parameter" title="Scale parameter">scale</a></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Support_(mathematics)" title="Support (mathematics)">Support</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\in [0,\infty )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\in [0,\infty )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7fdcab24f8202e4a37d346b76fd6a80edcddc03f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.242ex; height:2.843ex;" alt="{\displaystyle x\in [0,\infty )}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Probability_density_function" title="Probability density function">PDF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {\lambda ^{k}x^{k-1}e^{-\lambda x}}{(k-1)!}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi>&#x03BB;<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> </mrow> </msup> </mrow> <mrow> <mo stretchy="false">(</mo> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>!</mo> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {\lambda ^{k}x^{k-1}e^{-\lambda x}}{(k-1)!}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/21ccee2e91c6b48dfc49ad180efadc15a10318aa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:12.292ex; height:6.509ex;" alt="{\displaystyle {\frac {\lambda ^{k}x^{k-1}e^{-\lambda x}}{(k-1)!}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">CDF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(k,\lambda x)={\frac {\gamma (k,\lambda x)}{(k-1)!}}=1-\sum _{n=0}^{k-1}{\frac {1}{n!}}e^{-\lambda x}(\lambda x)^{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>&#x03B3;<!-- γ --></mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mrow> <mo stretchy="false">(</mo> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>!</mo> </mrow> </mfrac> </mrow> <mo>=</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>n</mi> <mo>!</mo> </mrow> </mfrac> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> </mrow> </msup> <mo stretchy="false">(</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(k,\lambda x)={\frac {\gamma (k,\lambda x)}{(k-1)!}}=1-\sum _{n=0}^{k-1}{\frac {1}{n!}}e^{-\lambda x}(\lambda x)^{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/440378d53490f51d639500f5700475289ba2f361" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:44.348ex; height:7.343ex;" alt="{\displaystyle P(k,\lambda x)={\frac {\gamma (k,\lambda x)}{(k-1)!}}=1-\sum _{n=0}^{k-1}{\frac {1}{n!}}e^{-\lambda x}(\lambda x)^{n}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Expected_value" title="Expected value">Mean</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {k}{\lambda }}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {k}{\lambda }}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/764a4ba82b36647be1deb3650b392c533d2eb763" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:2.191ex; height:5.509ex;" alt="{\displaystyle {\frac {k}{\lambda }}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Median" title="Median">Median</a></th><td colspan="3" class="infobox-data"> No simple closed form</td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1}{\lambda }}(k-1)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> <mo stretchy="false">(</mo> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1}{\lambda }}(k-1)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2d9f5f53d470102b17cbb8910737cb657aa96528" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:9.215ex; height:5.343ex;" alt="{\displaystyle {\frac {1}{\lambda }}(k-1)}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Variance" title="Variance">Variance</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {k}{\lambda ^{2}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <msup> <mi>&#x03BB;<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {k}{\lambda ^{2}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/40d68702564a2efe59aa9239e5c19c1379b617ae" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.171ex; width:3.246ex; height:5.676ex;" alt="{\displaystyle {\frac {k}{\lambda ^{2}}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Skewness" title="Skewness">Skewness</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {2}{\sqrt {k}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>2</mn> <msqrt> <mi>k</mi> </msqrt> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {2}{\sqrt {k}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/45eff79aec609af84bf67d9272aebc1fa8681994" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:3.983ex; height:6.176ex;" alt="{\displaystyle {\frac {2}{\sqrt {k}}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Excess_kurtosis" class="mw-redirect" title="Excess kurtosis">Excess kurtosis</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {6}{k}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>6</mn> <mi>k</mi> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {6}{k}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bea39cf9fc4c3ff5dc63035a85205b437db7e426" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:2.047ex; height:5.343ex;" alt="{\displaystyle {\frac {6}{k}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Information_entropy" class="mw-redirect" title="Information entropy">Entropy</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (1-k)\psi (k)+\ln \left[{\frac {\Gamma (k)}{\lambda }}\right]+k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mi>k</mi> <mo stretchy="false">)</mo> <mi>&#x03C8;<!-- ψ --></mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo stretchy="false">)</mo> <mo>+</mo> <mi>ln</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow> <mo>[</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">&#x0393;<!-- Γ --></mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo stretchy="false">)</mo> </mrow> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> <mo>]</mo> </mrow> <mo>+</mo> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (1-k)\psi (k)+\ln \left[{\frac {\Gamma (k)}{\lambda }}\right]+k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/274f6ef68b61a8f859d3c49d5ba4a0fec6590ed8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:28.153ex; height:6.343ex;" alt="{\displaystyle (1-k)\psi (k)+\ln \left[{\frac {\Gamma (k)}{\lambda }}\right]+k}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Moment-generating_function" title="Moment-generating function">MGF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left(1-{\frac {t}{\lambda }}\right)^{-k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>t</mi> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>k</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left(1-{\frac {t}{\lambda }}\right)^{-k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3fd49bc356d79c50b94e9172474e8e7c451047c6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:11.983ex; height:6.676ex;" alt="{\displaystyle \left(1-{\frac {t}{\lambda }}\right)^{-k}}"></span> for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t&lt;\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>&lt;</mo> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t&lt;\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/89a29bee37a90e9fff459c3aad471e4470f44eb7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.293ex; height:2.176ex;" alt="{\displaystyle t&lt;\lambda }"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Characteristic_function_(probability_theory)" title="Characteristic function (probability theory)">CF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left(1-{\frac {it}{\lambda }}\right)^{-k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>i</mi> <mi>t</mi> </mrow> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>k</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left(1-{\frac {it}{\lambda }}\right)^{-k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bde725646ded0547e26e281ff05cb55ebf3e12f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:12.27ex; height:6.676ex;" alt="{\displaystyle \left(1-{\frac {it}{\lambda }}\right)^{-k}}"></span></td></tr></tbody></table> <p>The <b>Erlang distribution</b> is a two-parameter family of continuous <a href="/wiki/Probability_distribution" title="Probability distribution">probability distributions</a> with <a href="/wiki/Support_(mathematics)" title="Support (mathematics)">support</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\in [0,\infty )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\in [0,\infty )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7fdcab24f8202e4a37d346b76fd6a80edcddc03f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.242ex; height:2.843ex;" alt="{\displaystyle x\in [0,\infty )}"></span>. The two parameters are: </p> <ul><li>a positive integer <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/44e185ab9c990830d5055fa3ae698a4225ce67e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.858ex; height:2.509ex;" alt="{\displaystyle k,}"></span> the "shape", and</li> <li>a positive real number <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/00aebb041f4a569408e310294efcc29e0eded7dc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.002ex; height:2.509ex;" alt="{\displaystyle \lambda ,}"></span> the "rate". The "scale", <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \beta ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B2;<!-- β --></mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \beta ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59ab677d974cccb0132cac08bd67fc8ac765627e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.979ex; height:2.509ex;" alt="{\displaystyle \beta ,}"></span> the reciprocal of the rate, is sometimes used instead.</li></ul> <p>The Erlang distribution is the distribution of a sum of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> <a href="/wiki/Independence_(probability_theory)" title="Independence (probability theory)">independent</a> <a href="/wiki/Exponential_distribution" title="Exponential distribution">exponential variables</a> with mean <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1/\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1/\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1add931eabb9aec89275acb2f50d50428010b0fe" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:3.68ex; height:2.843ex;" alt="{\displaystyle 1/\lambda }"></span> each. Equivalently, it is the distribution of the time until the <i>k</i>th event of a <a href="/wiki/Poisson_process" class="mw-redirect" title="Poisson process">Poisson process</a> with a rate of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span>. The Erlang and Poisson distributions are complementary, in that while the Poisson distribution counts the events that occur in a fixed amount of time, the Erlang distribution counts the amount of time until the occurrence of a fixed number of events. When <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6c035ffa69b5bca8bf2d16c3da3aaad79a8bcbfa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.472ex; height:2.176ex;" alt="{\displaystyle k=1}"></span>, the distribution simplifies to the <a href="/wiki/Exponential_distribution" title="Exponential distribution">exponential distribution</a>. The Erlang distribution is a special case of the <a href="/wiki/Gamma_distribution" title="Gamma distribution">gamma distribution</a> in which the shape of the distribution is discretized. </p><p>The Erlang distribution was developed by <a href="/wiki/Agner_Krarup_Erlang" title="Agner Krarup Erlang">A. K. Erlang</a> to examine the number of telephone calls that might be made at the same time to the operators of the switching stations. This work on telephone <a href="/wiki/Teletraffic_engineering" title="Teletraffic engineering">traffic engineering</a> has been expanded to consider waiting times in <a href="/wiki/Queueing_theory" title="Queueing theory">queueing systems</a> in general. The distribution is also used in the field of <a href="/wiki/Stochastic_process" title="Stochastic process">stochastic processes</a>. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Characterization">Characterization</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=1" title="Edit section: Characterization"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Probability_density_function">Probability density function</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=2" title="Edit section: Probability density function"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Probability_density_function" title="Probability density function">probability density function</a> of the Erlang distribution is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;k,\lambda )={\lambda ^{k}x^{k-1}e^{-\lambda x} \over (k-1)!}\quad {\mbox{for }}x,\lambda \geq 0,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi>&#x03BB;<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> </mrow> </msup> </mrow> <mrow> <mo stretchy="false">(</mo> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>!</mo> </mrow> </mfrac> </mrow> <mspace width="1em" /> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mtext>for&#xA0;</mtext> </mstyle> </mrow> <mi>x</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;k,\lambda )={\lambda ^{k}x^{k-1}e^{-\lambda x} \over (k-1)!}\quad {\mbox{for }}x,\lambda \geq 0,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c097df83dce7e9bd1abc0909ebe715e776eb0531" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:38.758ex; height:6.509ex;" alt="{\displaystyle f(x;k,\lambda )={\lambda ^{k}x^{k-1}e^{-\lambda x} \over (k-1)!}\quad {\mbox{for }}x,\lambda \geq 0,}"></span></dd></dl> <p>The parameter <i>k</i> is called the shape parameter, and the parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> is called the rate parameter. </p><p>An alternative, but equivalent, parametrization uses the scale parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \beta }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B2;<!-- β --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \beta }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7ed48a5e36207156fb792fa79d29925d2f7901e8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.332ex; height:2.509ex;" alt="{\displaystyle \beta }"></span>, which is the reciprocal of the rate parameter (i.e., <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \beta =1/\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B2;<!-- β --></mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \beta =1/\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d474f5618629f14ccf4d410e02b1cdbf438f86a7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.111ex; height:2.843ex;" alt="{\displaystyle \beta =1/\lambda }"></span>): </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;k,\beta )={\frac {x^{k-1}e^{-{\frac {x}{\beta }}}}{\beta ^{k}(k-1)!}}\quad {\mbox{for }}x,\beta \geq 0.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03B2;<!-- β --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>x</mi> <mi>&#x03B2;<!-- β --></mi> </mfrac> </mrow> </mrow> </msup> </mrow> <mrow> <msup> <mi>&#x03B2;<!-- β --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo stretchy="false">(</mo> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>!</mo> </mrow> </mfrac> </mrow> <mspace width="1em" /> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mtext>for&#xA0;</mtext> </mstyle> </mrow> <mi>x</mi> <mo>,</mo> <mi>&#x03B2;<!-- β --></mi> <mo>&#x2265;<!-- ≥ --></mo> <mn>0.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;k,\beta )={\frac {x^{k-1}e^{-{\frac {x}{\beta }}}}{\beta ^{k}(k-1)!}}\quad {\mbox{for }}x,\beta \geq 0.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f0ef08bfd23b247f4c95f48c7cdac4b44abb89ee" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:37.352ex; height:7.509ex;" alt="{\displaystyle f(x;k,\beta )={\frac {x^{k-1}e^{-{\frac {x}{\beta }}}}{\beta ^{k}(k-1)!}}\quad {\mbox{for }}x,\beta \geq 0.}"></span></dd></dl> <p>When the scale parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \beta }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B2;<!-- β --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \beta }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7ed48a5e36207156fb792fa79d29925d2f7901e8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.332ex; height:2.509ex;" alt="{\displaystyle \beta }"></span> equals 2, the distribution simplifies to the <a href="/wiki/Chi-squared_distribution" title="Chi-squared distribution">chi-squared distribution</a> with 2<i>k</i> degrees of freedom. It can therefore be regarded as a <a href="/wiki/Generalized_chi-squared_distribution" title="Generalized chi-squared distribution">generalized chi-squared distribution</a> for even numbers of degrees of freedom. </p> <div class="mw-heading mw-heading3"><h3 id="Cumulative_distribution_function_(CDF)"><span id="Cumulative_distribution_function_.28CDF.29"></span>Cumulative distribution function (CDF)</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=3" title="Edit section: Cumulative distribution function (CDF)"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">cumulative distribution function</a> of the Erlang distribution is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;k,\lambda )=P(k,\lambda x)={\frac {\gamma (k,\lambda x)}{\Gamma (k)}}={\frac {\gamma (k,\lambda x)}{(k-1)!}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>P</mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>&#x03B3;<!-- γ --></mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mrow> <mi mathvariant="normal">&#x0393;<!-- Γ --></mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>&#x03B3;<!-- γ --></mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mrow> <mo stretchy="false">(</mo> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>!</mo> </mrow> </mfrac> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;k,\lambda )=P(k,\lambda x)={\frac {\gamma (k,\lambda x)}{\Gamma (k)}}={\frac {\gamma (k,\lambda x)}{(k-1)!}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7effd7965fc49cab772d359fe8b742c706364f72" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:45.617ex; height:6.509ex;" alt="{\displaystyle F(x;k,\lambda )=P(k,\lambda x)={\frac {\gamma (k,\lambda x)}{\Gamma (k)}}={\frac {\gamma (k,\lambda x)}{(k-1)!}},}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03B3;<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span> is the lower <a href="/wiki/Incomplete_gamma_function" title="Incomplete gamma function">incomplete gamma function</a> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b4dc73bf40314945ff376bd363916a738548d40a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.745ex; height:2.176ex;" alt="{\displaystyle P}"></span> is the <a href="/wiki/Incomplete_gamma_function#Regularized_Gamma_functions_and_Poisson_random_variables" title="Incomplete gamma function">lower regularized gamma function</a>. The CDF may also be expressed as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;k,\lambda )=1-\sum _{n=0}^{k-1}{\frac {1}{n!}}e^{-\lambda x}(\lambda x)^{n}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>n</mi> <mo>!</mo> </mrow> </mfrac> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> </mrow> </msup> <mo stretchy="false">(</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;k,\lambda )=1-\sum _{n=0}^{k-1}{\frac {1}{n!}}e^{-\lambda x}(\lambda x)^{n}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0f779d6390b6da0976bb95271f73bb9a4a35f8fb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:34.088ex; height:7.343ex;" alt="{\displaystyle F(x;k,\lambda )=1-\sum _{n=0}^{k-1}{\frac {1}{n!}}e^{-\lambda x}(\lambda x)^{n}.}"></span></dd></dl> <div class="mw-heading mw-heading3"><h3 id="Erlang-k">Erlang-<i>k</i></h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=4" title="Edit section: Erlang-k"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The Erlang-<i>k</i> distribution (where <i>k</i> is a positive integer) <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{k}(\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{k}(\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/64eaa6aa368235e7194f004bcede0920c70b0a56" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.968ex; height:2.843ex;" alt="{\displaystyle E_{k}(\lambda )}"></span> is defined by setting <i>k</i> in the PDF of the Erlang distribution.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup> For instance, the Erlang-2 distribution is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{2}(\lambda )={\lambda ^{2}x}e^{-\lambda x}\quad {\mbox{for }}x,\lambda \geq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <msup> <mi>&#x03BB;<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>x</mi> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> </mrow> </msup> <mspace width="1em" /> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mtext>for&#xA0;</mtext> </mstyle> </mrow> <mi>x</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{2}(\lambda )={\lambda ^{2}x}e^{-\lambda x}\quad {\mbox{for }}x,\lambda \geq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/08265c75a5a21a6e2e7288eb5ae6d741cac9d046" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:30.933ex; height:3.176ex;" alt="{\displaystyle E_{2}(\lambda )={\lambda ^{2}x}e^{-\lambda x}\quad {\mbox{for }}x,\lambda \geq 0}"></span>, which is the same as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;2,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mn>2</mn> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;2,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9cee81de8f8bc70720bb1ba2da2e0630c40ec218" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.003ex; height:2.843ex;" alt="{\displaystyle f(x;2,\lambda )}"></span>. </p> <div class="mw-heading mw-heading3"><h3 id="Median">Median</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=5" title="Edit section: Median"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>An asymptotic expansion is known for the median of an Erlang distribution,<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">&#91;</span>2<span class="cite-bracket">&#93;</span></a></sup> for which coefficients can be computed and bounds are known.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">&#91;</span>3<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">&#91;</span>4<span class="cite-bracket">&#93;</span></a></sup> An approximation is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {k}{\lambda }}\left(1-{\dfrac {1}{3k+0.2}}\right),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mfrac> <mn>1</mn> <mrow> <mn>3</mn> <mi>k</mi> <mo>+</mo> <mn>0.2</mn> </mrow> </mfrac> </mstyle> </mrow> </mrow> <mo>)</mo> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {k}{\lambda }}\left(1-{\dfrac {1}{3k+0.2}}\right),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8a05669084ec519ff7b9959e60ec80aa208a3b6a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:20.058ex; height:6.176ex;" alt="{\displaystyle {\frac {k}{\lambda }}\left(1-{\dfrac {1}{3k+0.2}}\right),}"></span> i.e. below the mean <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {k}{\lambda }}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {k}{\lambda }}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bb728499f0f1f2f32980f4cadec7bff0eb89894b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:2.838ex; height:5.509ex;" alt="{\displaystyle {\frac {k}{\lambda }}.}"></span><sup id="cite_ref-Banneheka2009_5-0" class="reference"><a href="#cite_note-Banneheka2009-5"><span class="cite-bracket">&#91;</span>5<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Generating_Erlang-distributed_random_variates">Generating Erlang-distributed random variates</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=6" title="Edit section: Generating Erlang-distributed random variates"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Erlang-distributed random variates can be generated from uniformly distributed random numbers (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle U\in [0,1]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>U</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle U\in [0,1]}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/66966a6f68e58c668e96ae0c3d72967076188f6e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.276ex; height:2.843ex;" alt="{\displaystyle U\in [0,1]}"></span>) using the following formula:<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">&#91;</span>6<span class="cite-bracket">&#93;</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E(k,\lambda )=-{\frac {1}{\lambda }}\ln \prod _{i=1}^{k}U_{i}=-{\frac {1}{\lambda }}\sum _{i=1}^{k}\ln U_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>E</mi> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> <mi>ln</mi> <mo>&#x2061;<!-- ⁡ --></mo> <munderover> <mo>&#x220F;<!-- ∏ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <msub> <mi>U</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>&#x03BB;<!-- λ --></mi> </mfrac> </mrow> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <mi>ln</mi> <mo>&#x2061;<!-- ⁡ --></mo> <msub> <mi>U</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E(k,\lambda )=-{\frac {1}{\lambda }}\ln \prod _{i=1}^{k}U_{i}=-{\frac {1}{\lambda }}\sum _{i=1}^{k}\ln U_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f86091adb470433243357610ee2540d6ebec79c0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:38.681ex; height:7.343ex;" alt="{\displaystyle E(k,\lambda )=-{\frac {1}{\lambda }}\ln \prod _{i=1}^{k}U_{i}=-{\frac {1}{\lambda }}\sum _{i=1}^{k}\ln U_{i}}"></span></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Applications">Applications</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=7" title="Edit section: Applications"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Waiting_times">Waiting times</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=8" title="Edit section: Waiting times"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Events that occur independently with some average rate are modeled with a <a href="/wiki/Poisson_process" class="mw-redirect" title="Poisson process">Poisson process</a>. The waiting times between <i>k</i> occurrences of the event are Erlang distributed. (The related question of the number of events in a given amount of time is described by the <a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson distribution</a>.) </p><p>The Erlang distribution, which measures the time between incoming calls, can be used in conjunction with the expected duration of incoming calls to produce information about the traffic load measured in erlangs. This can be used to determine the probability of packet loss or delay, according to various assumptions made about whether blocked calls are aborted (Erlang B formula) or queued until served (Erlang C formula). The <a href="/wiki/Erlang-B" class="mw-redirect" title="Erlang-B">Erlang-B</a> and <a href="/wiki/Erlang_unit#Erlang_C_formula" class="mw-redirect" title="Erlang unit">C</a> formulae are still in everyday use for traffic modeling for applications such as the design of <a href="/wiki/Call_center" class="mw-redirect" title="Call center">call centers</a>. </p> <div class="mw-heading mw-heading3"><h3 id="Other_applications">Other applications</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=9" title="Edit section: Other applications"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The age distribution of <a href="/wiki/Cancer" title="Cancer">cancer</a> <a href="/wiki/Disease_incidence" class="mw-redirect" title="Disease incidence">incidence</a> often follows the Erlang distribution, whereas the shape and scale parameters predict, respectively, the number of <a href="/wiki/Carcinogenesis" title="Carcinogenesis">driver events</a> and the time interval between them.<sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">&#91;</span>7<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">&#91;</span>8<span class="cite-bracket">&#93;</span></a></sup> More generally, the Erlang distribution has been suggested as good approximation of cell cycle time distribution, as result of multi-stage models.<sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">&#91;</span>9<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">&#91;</span>10<span class="cite-bracket">&#93;</span></a></sup> </p><p>The <a href="/wiki/Kinesin" title="Kinesin">kinesin</a> is a molecular machine with two "feet" that "walks" along a filament. The waiting time between each step is exponentially distributed. When <a href="/wiki/Green_fluorescent_protein" title="Green fluorescent protein">green fluorescent protein</a> is attached to a foot of the kinesin, then the green dot visibly moves with Erlang distribution of k = 2.<sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">&#91;</span>11<span class="cite-bracket">&#93;</span></a></sup> </p><p>It has also been used in marketing for describing interpurchase times.<sup id="cite_ref-12" class="reference"><a href="#cite_note-12"><span class="cite-bracket">&#91;</span>12<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Properties">Properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=10" title="Edit section: Properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\sim \operatorname {Erlang} (k,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\sim \operatorname {Erlang} (k,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/39f70be8ff00cb79f98fa04e5f691a443ddc3c11" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.247ex; height:2.843ex;" alt="{\displaystyle X\sim \operatorname {Erlang} (k,\lambda )}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a\cdot X\sim \operatorname {Erlang} \left(k,{\frac {\lambda }{a}}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>a</mi> <mo>&#x22C5;<!-- ⋅ --></mo> <mi>X</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow> <mo>(</mo> <mrow> <mi>k</mi> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>&#x03BB;<!-- λ --></mi> <mi>a</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a\cdot X\sim \operatorname {Erlang} \left(k,{\frac {\lambda }{a}}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e5cf788ea7b8b75dd6f20087ba4828ce09822891" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:22.604ex; height:6.176ex;" alt="{\displaystyle a\cdot X\sim \operatorname {Erlang} \left(k,{\frac {\lambda }{a}}\right)}"></span> with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a\in \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>a</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a\in \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b044c60e01b54c7116ee355431f37ed846badc53" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.749ex; height:2.176ex;" alt="{\displaystyle a\in \mathbb {R} }"></span></li> <li>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\sim \operatorname {Erlang} (k_{1},\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\sim \operatorname {Erlang} (k_{1},\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/da90a4f37b3b120ab6f1cf0eaa38aee463badf8c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.301ex; height:2.843ex;" alt="{\displaystyle X\sim \operatorname {Erlang} (k_{1},\lambda )}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Y\sim \operatorname {Erlang} (k_{2},\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Y</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Y\sim \operatorname {Erlang} (k_{2},\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/90574255aa20433464936e4e60f3af6377ec896e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.094ex; height:2.843ex;" alt="{\displaystyle Y\sim \operatorname {Erlang} (k_{2},\lambda )}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X+Y\sim \operatorname {Erlang} (k_{1}+k_{2},\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>+</mo> <mi>Y</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>+</mo> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X+Y\sim \operatorname {Erlang} (k_{1}+k_{2},\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/07b8e6718ecef9145a31eef716cbff22c4433c4b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.021ex; height:2.843ex;" alt="{\displaystyle X+Y\sim \operatorname {Erlang} (k_{1}+k_{2},\lambda )}"></span> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,Y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> <mi>Y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,Y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b8705438171d938b7f59cd1bfa5b7d99b6afa5cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.787ex; height:2.509ex;" alt="{\displaystyle X,Y}"></span> are independent</li></ul> <div class="mw-heading mw-heading2"><h2 id="Related_distributions">Related distributions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=11" title="Edit section: Related distributions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>The Erlang distribution is the distribution of the sum of <i>k</i> <a href="/wiki/Independent_and_identically_distributed_random_variables" title="Independent and identically distributed random variables">independent and identically distributed random variables</a>, each having an <a href="/wiki/Exponential_distribution" title="Exponential distribution">exponential distribution</a>. The long-run rate at which events occur is the reciprocal of the expectation of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> that is, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda /k.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda /k.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5074f825d615861cbb392793832ca2ae56bbe360" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.376ex; height:2.843ex;" alt="{\displaystyle \lambda /k.}"></span> The (age specific event) rate of the Erlang distribution is, for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k&gt;1,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>&gt;</mo> <mn>1</mn> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k&gt;1,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/253940099f1b3371df7478d013be4f6b4137525b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.119ex; height:2.509ex;" alt="{\displaystyle k&gt;1,}"></span> monotonic in <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/feff4d40084c7351bf57b11ba2427f6331f5bdbe" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.977ex; height:2.009ex;" alt="{\displaystyle x,}"></span> increasing from 0 at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x=0,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>=</mo> <mn>0</mn> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x=0,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d54be06efe9f69b9bfb720190b5f29c76944a45b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.237ex; height:2.509ex;" alt="{\displaystyle x=0,}"></span> to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> tends to infinity.<sup id="cite_ref-13" class="reference"><a href="#cite_note-13"><span class="cite-bracket">&#91;</span>13<span class="cite-bracket">&#93;</span></a></sup> <ul><li>That is: if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}\sim \operatorname {Exponential} (\lambda ),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x223C;<!-- ∼ --></mo> <mi>Exponential</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}\sim \operatorname {Exponential} (\lambda ),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fbc6991b492db374fba7a9412c88d13ae2168da0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.877ex; height:2.843ex;" alt="{\displaystyle X_{i}\sim \operatorname {Exponential} (\lambda ),}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{i=1}^{k}{X_{i}}\sim \operatorname {Erlang} (k,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum _{i=1}^{k}{X_{i}}\sim \operatorname {Erlang} (k,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0509427fa29a8e9437f66e03f03a11ba606211ec" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:21.733ex; height:7.343ex;" alt="{\displaystyle \sum _{i=1}^{k}{X_{i}}\sim \operatorname {Erlang} (k,\lambda )}"></span></li></ul></li> <li>Because of the factorial function in the denominator of the <a href="#Probability_density_function">PDF</a> and <a href="#Cumulative_distribution_function_(CDF)">CDF</a>, the Erlang distribution is only defined when the parameter <i>k</i> is a positive integer. In fact, this distribution is sometimes called the <b>Erlang-<i>k</i> distribution</b> (e.g., an Erlang-2 distribution is an Erlang distribution with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0bd301789e1f25a3da4be297ff637754ebee5f5d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.472ex; height:2.176ex;" alt="{\displaystyle k=2}"></span>). The <a href="/wiki/Gamma_distribution" title="Gamma distribution">gamma distribution</a> generalizes the Erlang distribution by allowing <i>k</i> to be any positive real number, using the <a href="/wiki/Gamma_function" title="Gamma function">gamma function</a> instead of the factorial function. <ul><li>That is: if k is an <a href="/wiki/Integer" title="Integer">integer</a> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\sim \operatorname {Gamma} (k,\lambda ),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Gamma</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\sim \operatorname {Gamma} (k,\lambda ),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b0e6e8542948afdba0b712e9026938aa216b8aaf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:19.156ex; height:2.843ex;" alt="{\displaystyle X\sim \operatorname {Gamma} (k,\lambda ),}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\sim \operatorname {Erlang} (k,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\sim \operatorname {Erlang} (k,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/39f70be8ff00cb79f98fa04e5f691a443ddc3c11" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.247ex; height:2.843ex;" alt="{\displaystyle X\sim \operatorname {Erlang} (k,\lambda )}"></span></li></ul></li> <li>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle U\sim \operatorname {Exponential} (\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>U</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Exponential</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle U\sim \operatorname {Exponential} (\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e19f1201a2e20104393e6df828f9b5286191fe61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:20.289ex; height:2.843ex;" alt="{\displaystyle U\sim \operatorname {Exponential} (\lambda )}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle V\sim \operatorname {Erlang} (n,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>V</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>n</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle V\sim \operatorname {Erlang} (n,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/63186b71a50681b919f7f815abc1565bb052ceff" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.238ex; height:2.843ex;" alt="{\displaystyle V\sim \operatorname {Erlang} (n,\lambda )}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {U}{V}}+1\sim \operatorname {Pareto} (1,n)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>U</mi> <mi>V</mi> </mfrac> </mrow> <mo>+</mo> <mn>1</mn> <mo>&#x223C;<!-- ∼ --></mo> <mi>Pareto</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {U}{V}}+1\sim \operatorname {Pareto} (1,n)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5dc6fd7650df650a3118d4dc4d466bf620b7ee19" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:21.881ex; height:5.343ex;" alt="{\displaystyle {\frac {U}{V}}+1\sim \operatorname {Pareto} (1,n)}"></span></li> <li>The Erlang distribution is a special case of the <a href="/wiki/Pearson_distribution" title="Pearson distribution">Pearson type III distribution</a><sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">&#91;<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (March 2016)">citation needed</span></a></i>&#93;</sup></li> <li>The Erlang distribution is related to the <a href="/wiki/Chi-squared_distribution" title="Chi-squared distribution">chi-squared distribution</a>. If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\sim \operatorname {Erlang} (k,\lambda ),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\sim \operatorname {Erlang} (k,\lambda ),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/358d92f717d8241186f928a8cacf58bb4bc2183b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.894ex; height:2.843ex;" alt="{\displaystyle X\sim \operatorname {Erlang} (k,\lambda ),}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2\lambda X\sim \chi _{2k}^{2}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <mi>&#x03BB;<!-- λ --></mi> <mi>X</mi> <mo>&#x223C;<!-- ∼ --></mo> <msubsup> <mi>&#x03C7;<!-- χ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mi>k</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2\lambda X\sim \chi _{2k}^{2}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a95f0fd0ff51083b3d4275f12ead10f75969413f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.609ex; height:3.176ex;" alt="{\displaystyle 2\lambda X\sim \chi _{2k}^{2}.}"></span><sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">&#91;<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (March 2016)">citation needed</span></a></i>&#93;</sup></li> <li>The Erlang distribution is related to the <a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson distribution</a> by the <a href="/wiki/Poisson_process" class="mw-redirect" title="Poisson process">Poisson process</a>: If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle S_{n}=\sum _{i=1}^{n}X_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>S</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle S_{n}=\sum _{i=1}^{n}X_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e0b0d69cc8df818524313037654d98257f9bd148" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:12.208ex; height:6.843ex;" alt="{\displaystyle S_{n}=\sum _{i=1}^{n}X_{i}}"></span> such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}\sim \operatorname {Exponential} (\lambda ),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x223C;<!-- ∼ --></mo> <mi>Exponential</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}\sim \operatorname {Exponential} (\lambda ),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fbc6991b492db374fba7a9412c88d13ae2168da0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.877ex; height:2.843ex;" alt="{\displaystyle X_{i}\sim \operatorname {Exponential} (\lambda ),}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle S_{n}\sim \operatorname {Erlang} (n,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>S</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>&#x223C;<!-- ∼ --></mo> <mi>Erlang</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>n</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle S_{n}\sim \operatorname {Erlang} (n,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e4baedc6e0c9a9474f13bb6dd40fbfc54358abc5" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.094ex; height:2.843ex;" alt="{\displaystyle S_{n}\sim \operatorname {Erlang} (n,\lambda )}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Pr} (N(x)\leq n-1)=\operatorname {Pr} (S_{n}&gt;x)=1-F_{X}(x;n,\lambda )=\sum _{k=0}^{n-1}{\frac {1}{k!}}e^{-\lambda x}(\lambda x)^{k}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Pr</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>N</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&#x2264;<!-- ≤ --></mo> <mi>n</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mi>Pr</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>S</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>&gt;</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <msub> <mi>F</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>n</mi> <mo>,</mo> <mi>&#x03BB;<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>k</mi> <mo>!</mo> </mrow> </mfrac> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> </mrow> </msup> <mo stretchy="false">(</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>x</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Pr} (N(x)\leq n-1)=\operatorname {Pr} (S_{n}&gt;x)=1-F_{X}(x;n,\lambda )=\sum _{k=0}^{n-1}{\frac {1}{k!}}e^{-\lambda x}(\lambda x)^{k}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a04ba9ac52f64b5c0b131b7337100c6061214a88" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:70.919ex; height:7.509ex;" alt="{\displaystyle \operatorname {Pr} (N(x)\leq n-1)=\operatorname {Pr} (S_{n}&gt;x)=1-F_{X}(x;n,\lambda )=\sum _{k=0}^{n-1}{\frac {1}{k!}}e^{-\lambda x}(\lambda x)^{k}.}"></span> Taking the differences over <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> gives the Poisson distribution.</li></ul> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=12" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Phase-type_distribution#Coxian_distribution" title="Phase-type distribution">Coxian distribution</a></li> <li><a href="/wiki/Engset_calculation" class="mw-redirect" title="Engset calculation">Engset calculation</a></li> <li><a href="/wiki/Erlang_B" class="mw-redirect" title="Erlang B">Erlang B</a> formula</li> <li><a href="/wiki/Erlang_unit" class="mw-redirect" title="Erlang unit">Erlang unit</a></li> <li><a href="/wiki/Phase-type_distribution" title="Phase-type distribution">Phase-type distribution</a></li> <li><a href="/wiki/Traffic_generation_model" title="Traffic generation model">Traffic generation model</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="Notes">Notes</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=13" title="Edit section: Notes"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output 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a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output 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(1967) <i>Renewal Theory</i>, p20, Methuen.</span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=14" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>Ian Angus <a rel="nofollow" class="external text" href="http://www.tarrani.net/linda/ErlangBandC.pdf">"An Introduction to Erlang B and Erlang C"</a>, Telemanagement #187 (PDF Document - Has terms and formulae plus short biography)</li> <li>Stuart Harris <a rel="nofollow" class="external text" href="https://portagecommunications.com/a-primer-on-two-call-center-staffing-methods/">"Erlang Calculations vs. Simulation"</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Erlang_distribution&amp;action=edit&amp;section=15" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a rel="nofollow" class="external text" href="http://www.xycoon.com/erlang.htm">Erlang Distribution</a></li> <li><a rel="nofollow" class="external text" href="http://www.eventhelix.com/RealtimeMantra/CongestionControl/resource_dimensioning_erlang_b_c.htm">Resource Dimensioning Using Erlang-B and Erlang-C</a></li></ul> <div class="navbox-styles"><style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist li{margin:0;display:inline}.mw-parser-output .hlist.inline,.mw-parser-output .hlist.inline dl,.mw-parser-output .hlist.inline ol,.mw-parser-output .hlist.inline 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role="navigation" class="navbox" aria-labelledby="Probability_distributions_(list)" style="padding:3px"><table class="nowraplinks hlist mw-collapsible autocollapse navbox-inner" style="border-spacing:0;background:transparent;color:inherit"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1239400231">.mw-parser-output .navbar{display:inline;font-size:88%;font-weight:normal}.mw-parser-output .navbar-collapse{float:left;text-align:left}.mw-parser-output .navbar-boxtext{word-spacing:0}.mw-parser-output .navbar ul{display:inline-block;white-space:nowrap;line-height:inherit}.mw-parser-output .navbar-brackets::before{margin-right:-0.125em;content:"[ "}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini abbr{font-variant:small-caps;border-bottom:none;text-decoration:none;cursor:inherit}.mw-parser-output .navbar-ct-full{font-size:114%;margin:0 7em}.mw-parser-output .navbar-ct-mini{font-size:114%;margin:0 4em}html.skin-theme-clientpref-night .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}@media(prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}}@media print{.mw-parser-output .navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Probability_distributions" title="Template:Probability distributions"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Probability_distributions" title="Template talk:Probability distributions"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Probability_distributions" title="Special:EditPage/Template:Probability distributions"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Probability_distributions_(list)" style="font-size:114%;margin:0 4em"><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distributions</a> (<a href="/wiki/List_of_probability_distributions" title="List of probability distributions">list</a>)</div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%">Discrete <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">with finite <br />support</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Benford%27s_law" title="Benford&#39;s law">Benford</a></li> <li><a href="/wiki/Bernoulli_distribution" title="Bernoulli distribution">Bernoulli</a></li> <li><a href="/wiki/Beta-binomial_distribution" title="Beta-binomial distribution">Beta-binomial</a></li> <li><a href="/wiki/Binomial_distribution" title="Binomial distribution">Binomial</a></li> <li><a href="/wiki/Categorical_distribution" title="Categorical distribution">Categorical</a></li> <li><a href="/wiki/Hypergeometric_distribution" title="Hypergeometric distribution">Hypergeometric</a> <ul><li><a href="/wiki/Negative_hypergeometric_distribution" title="Negative hypergeometric distribution">Negative</a></li></ul></li> <li><a href="/wiki/Poisson_binomial_distribution" title="Poisson binomial distribution">Poisson binomial</a></li> <li><a href="/wiki/Rademacher_distribution" title="Rademacher distribution">Rademacher</a></li> <li><a href="/wiki/Soliton_distribution" title="Soliton distribution">Soliton</a></li> <li><a href="/wiki/Discrete_uniform_distribution" title="Discrete uniform distribution">Discrete uniform</a></li> <li><a href="/wiki/Zipf%27s_law" title="Zipf&#39;s law">Zipf</a></li> <li><a href="/wiki/Zipf%E2%80%93Mandelbrot_law" title="Zipf–Mandelbrot law">Zipf–Mandelbrot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">with infinite <br />support</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Beta_negative_binomial_distribution" title="Beta negative binomial distribution">Beta negative binomial</a></li> <li><a href="/wiki/Borel_distribution" title="Borel distribution">Borel</a></li> <li><a href="/wiki/Conway%E2%80%93Maxwell%E2%80%93Poisson_distribution" title="Conway–Maxwell–Poisson distribution">Conway–Maxwell–Poisson</a></li> <li><a href="/wiki/Discrete_phase-type_distribution" title="Discrete phase-type distribution">Discrete phase-type</a></li> <li><a href="/wiki/Delaporte_distribution" title="Delaporte distribution">Delaporte</a></li> <li><a href="/wiki/Extended_negative_binomial_distribution" title="Extended negative binomial distribution">Extended negative binomial</a></li> <li><a href="/wiki/Flory%E2%80%93Schulz_distribution" title="Flory–Schulz distribution">Flory–Schulz</a></li> <li><a href="/wiki/Gauss%E2%80%93Kuzmin_distribution" title="Gauss–Kuzmin distribution">Gauss–Kuzmin</a></li> <li><a href="/wiki/Geometric_distribution" title="Geometric distribution">Geometric</a></li> <li><a href="/wiki/Logarithmic_distribution" title="Logarithmic distribution">Logarithmic</a></li> <li><a href="/wiki/Mixed_Poisson_distribution" title="Mixed Poisson distribution">Mixed Poisson</a></li> <li><a href="/wiki/Negative_binomial_distribution" title="Negative binomial distribution">Negative binomial</a></li> <li><a href="/wiki/(a,b,0)_class_of_distributions" title="(a,b,0) class of distributions">Panjer</a></li> <li><a href="/wiki/Parabolic_fractal_distribution" title="Parabolic fractal distribution">Parabolic fractal</a></li> <li><a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson</a></li> <li><a href="/wiki/Skellam_distribution" title="Skellam distribution">Skellam</a></li> <li><a href="/wiki/Yule%E2%80%93Simon_distribution" title="Yule–Simon distribution">Yule–Simon</a></li> <li><a href="/wiki/Zeta_distribution" title="Zeta distribution">Zeta</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Continuous <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">supported on a <br />bounded interval</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Arcsine_distribution" title="Arcsine distribution">Arcsine</a></li> <li><a href="/wiki/ARGUS_distribution" title="ARGUS distribution">ARGUS</a></li> <li><a href="/wiki/Balding%E2%80%93Nichols_model" title="Balding–Nichols model">Balding–Nichols</a></li> <li><a href="/wiki/Bates_distribution" title="Bates distribution">Bates</a></li> <li><a href="/wiki/Beta_distribution" title="Beta distribution">Beta</a> <ul><li><a href="/wiki/Generalized_beta_distribution" title="Generalized beta distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Beta_rectangular_distribution" title="Beta rectangular distribution">Beta rectangular</a></li> <li><a href="/wiki/Continuous_Bernoulli_distribution" title="Continuous Bernoulli distribution">Continuous Bernoulli</a></li> <li><a href="/wiki/Irwin%E2%80%93Hall_distribution" title="Irwin–Hall distribution">Irwin–Hall</a></li> <li><a href="/wiki/Kumaraswamy_distribution" title="Kumaraswamy distribution">Kumaraswamy</a></li> <li><a href="/wiki/Logit-normal_distribution" title="Logit-normal distribution">Logit-normal</a></li> <li><a href="/wiki/Noncentral_beta_distribution" title="Noncentral beta distribution">Noncentral beta</a></li> <li><a href="/wiki/PERT_distribution" title="PERT distribution">PERT</a></li> <li><a href="/wiki/Raised_cosine_distribution" title="Raised cosine distribution">Raised cosine</a></li> <li><a href="/wiki/Reciprocal_distribution" title="Reciprocal distribution">Reciprocal</a></li> <li><a href="/wiki/Triangular_distribution" title="Triangular distribution">Triangular</a></li> <li><a href="/wiki/U-quadratic_distribution" title="U-quadratic distribution">U-quadratic</a></li> <li><a href="/wiki/Continuous_uniform_distribution" title="Continuous uniform distribution">Uniform</a></li> <li><a href="/wiki/Wigner_semicircle_distribution" title="Wigner semicircle distribution">Wigner semicircle</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">supported on a <br />semi-infinite <br />interval</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Benini_distribution" title="Benini distribution">Benini</a></li> <li><a href="/wiki/Benktander_type_I_distribution" title="Benktander type I distribution">Benktander 1st kind</a></li> <li><a href="/wiki/Benktander_type_II_distribution" title="Benktander type II distribution">Benktander 2nd kind</a></li> <li><a href="/wiki/Beta_prime_distribution" title="Beta prime distribution">Beta prime</a></li> <li><a href="/wiki/Burr_distribution" title="Burr distribution">Burr</a></li> <li><a href="/wiki/Chi_distribution" title="Chi distribution">Chi</a></li> <li><a href="/wiki/Chi-squared_distribution" title="Chi-squared distribution">Chi-squared</a> <ul><li><a href="/wiki/Noncentral_chi-squared_distribution" title="Noncentral chi-squared distribution">Noncentral</a></li> <li><a href="/wiki/Inverse-chi-squared_distribution" title="Inverse-chi-squared distribution">Inverse</a> <ul><li><a href="/wiki/Scaled_inverse_chi-squared_distribution" title="Scaled inverse chi-squared distribution">Scaled</a></li></ul></li></ul></li> <li><a href="/wiki/Dagum_distribution" title="Dagum distribution">Dagum</a></li> <li><a href="/wiki/Davis_distribution" title="Davis distribution">Davis</a></li> <li><a class="mw-selflink selflink">Erlang</a> <ul><li><a href="/wiki/Hyper-Erlang_distribution" title="Hyper-Erlang distribution">Hyper</a></li></ul></li> <li><a href="/wiki/Exponential_distribution" title="Exponential distribution">Exponential</a> <ul><li><a href="/wiki/Hyperexponential_distribution" title="Hyperexponential distribution">Hyperexponential</a></li> <li><a href="/wiki/Hypoexponential_distribution" title="Hypoexponential distribution">Hypoexponential</a></li> <li><a href="/wiki/Exponential-logarithmic_distribution" title="Exponential-logarithmic distribution">Logarithmic</a></li></ul></li> <li><a href="/wiki/F-distribution" title="F-distribution"><i>F</i></a> <ul><li><a href="/wiki/Noncentral_F-distribution" title="Noncentral F-distribution">Noncentral</a></li></ul></li> <li><a href="/wiki/Folded_normal_distribution" title="Folded normal distribution">Folded normal</a></li> <li><a href="/wiki/Fr%C3%A9chet_distribution" title="Fréchet distribution">Fréchet</a></li> <li><a href="/wiki/Gamma_distribution" title="Gamma distribution">Gamma</a> <ul><li><a href="/wiki/Generalized_gamma_distribution" title="Generalized gamma distribution">Generalized</a></li> <li><a href="/wiki/Inverse-gamma_distribution" title="Inverse-gamma distribution">Inverse</a></li></ul></li> <li><a href="/wiki/Gamma/Gompertz_distribution" title="Gamma/Gompertz distribution">gamma/Gompertz</a></li> <li><a href="/wiki/Gompertz_distribution" title="Gompertz distribution">Gompertz</a> <ul><li><a href="/wiki/Shifted_Gompertz_distribution" title="Shifted Gompertz distribution">Shifted</a></li></ul></li> <li><a href="/wiki/Half-logistic_distribution" title="Half-logistic distribution">Half-logistic</a></li> <li><a href="/wiki/Half-normal_distribution" title="Half-normal distribution">Half-normal</a></li> <li><a href="/wiki/Hotelling%27s_T-squared_distribution" title="Hotelling&#39;s T-squared distribution">Hotelling's <i>T</i>-squared</a></li> <li><a href="/wiki/Inverse_Gaussian_distribution" title="Inverse Gaussian distribution">Inverse Gaussian</a> <ul><li><a href="/wiki/Generalized_inverse_Gaussian_distribution" title="Generalized inverse Gaussian distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov</a></li> <li><a href="/wiki/L%C3%A9vy_distribution" title="Lévy distribution">Lévy</a></li> <li><a href="/wiki/Log-Cauchy_distribution" title="Log-Cauchy distribution">Log-Cauchy</a></li> <li><a href="/wiki/Log-Laplace_distribution" title="Log-Laplace distribution">Log-Laplace</a></li> <li><a href="/wiki/Log-logistic_distribution" title="Log-logistic distribution">Log-logistic</a></li> <li><a href="/wiki/Log-normal_distribution" title="Log-normal distribution">Log-normal</a></li> <li><a href="/wiki/Log-t_distribution" title="Log-t distribution">Log-t</a></li> <li><a href="/wiki/Lomax_distribution" title="Lomax distribution">Lomax</a></li> <li><a href="/wiki/Matrix-exponential_distribution" title="Matrix-exponential distribution">Matrix-exponential</a></li> <li><a href="/wiki/Maxwell%E2%80%93Boltzmann_distribution" title="Maxwell–Boltzmann distribution">Maxwell–Boltzmann</a></li> <li><a href="/wiki/Maxwell%E2%80%93J%C3%BCttner_distribution" title="Maxwell–Jüttner distribution">Maxwell–Jüttner</a></li> <li><a href="/wiki/Mittag-Leffler_distribution" title="Mittag-Leffler distribution">Mittag-Leffler</a></li> <li><a href="/wiki/Nakagami_distribution" title="Nakagami distribution">Nakagami</a></li> <li><a href="/wiki/Pareto_distribution" title="Pareto distribution">Pareto</a></li> <li><a href="/wiki/Phase-type_distribution" title="Phase-type distribution">Phase-type</a></li> <li><a href="/wiki/Poly-Weibull_distribution" title="Poly-Weibull distribution">Poly-Weibull</a></li> <li><a href="/wiki/Rayleigh_distribution" title="Rayleigh distribution">Rayleigh</a></li> <li><a href="/wiki/Relativistic_Breit%E2%80%93Wigner_distribution" title="Relativistic Breit–Wigner distribution">Relativistic Breit–Wigner</a></li> <li><a href="/wiki/Rice_distribution" title="Rice distribution">Rice</a></li> <li><a href="/wiki/Truncated_normal_distribution" title="Truncated normal distribution">Truncated normal</a></li> <li><a href="/wiki/Type-2_Gumbel_distribution" title="Type-2 Gumbel distribution">type-2 Gumbel</a></li> <li><a href="/wiki/Weibull_distribution" title="Weibull distribution">Weibull</a> <ul><li><a href="/wiki/Discrete_Weibull_distribution" title="Discrete Weibull distribution">Discrete</a></li></ul></li> <li><a href="/wiki/Wilks%27s_lambda_distribution" title="Wilks&#39;s lambda distribution">Wilks's lambda</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">supported <br />on the whole <br />real line</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cauchy_distribution" title="Cauchy distribution">Cauchy</a></li> <li><a href="/wiki/Generalized_normal_distribution#Version_1" title="Generalized normal distribution">Exponential power</a></li> <li><a href="/wiki/Fisher%27s_z-distribution" title="Fisher&#39;s z-distribution">Fisher's <i>z</i></a></li> <li><a href="/wiki/Kaniadakis_Gaussian_distribution" title="Kaniadakis Gaussian distribution">Kaniadakis κ-Gaussian</a></li> <li><a href="/wiki/Gaussian_q-distribution" title="Gaussian q-distribution">Gaussian <i>q</i></a></li> <li><a href="/wiki/Generalized_normal_distribution" title="Generalized normal distribution">Generalized normal</a></li> <li><a href="/wiki/Generalised_hyperbolic_distribution" title="Generalised hyperbolic distribution">Generalized hyperbolic</a></li> <li><a href="/wiki/Geometric_stable_distribution" title="Geometric stable distribution">Geometric stable</a></li> <li><a href="/wiki/Gumbel_distribution" title="Gumbel distribution">Gumbel</a></li> <li><a href="/wiki/Holtsmark_distribution" title="Holtsmark distribution">Holtsmark</a></li> <li><a href="/wiki/Hyperbolic_secant_distribution" title="Hyperbolic secant distribution">Hyperbolic secant</a></li> <li><a href="/wiki/Johnson%27s_SU-distribution" title="Johnson&#39;s SU-distribution">Johnson's <i>S<sub>U</sub></i></a></li> <li><a href="/wiki/Landau_distribution" title="Landau distribution">Landau</a></li> <li><a href="/wiki/Laplace_distribution" title="Laplace distribution">Laplace</a> <ul><li><a href="/wiki/Asymmetric_Laplace_distribution" title="Asymmetric Laplace distribution">Asymmetric</a></li></ul></li> <li><a href="/wiki/Logistic_distribution" title="Logistic distribution">Logistic</a></li> <li><a href="/wiki/Noncentral_t-distribution" title="Noncentral t-distribution">Noncentral <i>t</i></a></li> <li><a href="/wiki/Normal_distribution" title="Normal distribution">Normal (Gaussian)</a></li> <li><a href="/wiki/Normal-inverse_Gaussian_distribution" title="Normal-inverse Gaussian distribution">Normal-inverse Gaussian</a></li> <li><a href="/wiki/Skew_normal_distribution" title="Skew normal distribution">Skew normal</a></li> <li><a href="/wiki/Slash_distribution" title="Slash distribution">Slash</a></li> <li><a href="/wiki/Stable_distribution" title="Stable distribution">Stable</a></li> <li><a href="/wiki/Student%27s_t-distribution" title="Student&#39;s t-distribution">Student's <i>t</i></a></li> <li><a href="/wiki/Tracy%E2%80%93Widom_distribution" title="Tracy–Widom distribution">Tracy–Widom</a></li> <li><a href="/wiki/Variance-gamma_distribution" title="Variance-gamma distribution">Variance-gamma</a></li> <li><a href="/wiki/Voigt_profile" title="Voigt profile">Voigt</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">with support <br />whose type varies</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Generalized_chi-squared_distribution" title="Generalized chi-squared distribution">Generalized chi-squared</a></li> <li><a href="/wiki/Generalized_extreme_value_distribution" title="Generalized extreme value distribution">Generalized extreme value</a></li> <li><a href="/wiki/Generalized_Pareto_distribution" title="Generalized Pareto distribution">Generalized Pareto</a></li> <li><a href="/wiki/Marchenko%E2%80%93Pastur_distribution" title="Marchenko–Pastur distribution">Marchenko–Pastur</a></li> <li><a href="/wiki/Kaniadakis_Exponential_distribution" class="mw-redirect" title="Kaniadakis Exponential distribution">Kaniadakis <i>κ</i>-exponential</a></li> <li><a href="/wiki/Kaniadakis_Gamma_distribution" title="Kaniadakis Gamma distribution">Kaniadakis <i>κ</i>-Gamma</a></li> <li><a href="/wiki/Kaniadakis_Weibull_distribution" title="Kaniadakis Weibull distribution">Kaniadakis <i>κ</i>-Weibull</a></li> <li><a href="/wiki/Kaniadakis_Logistic_distribution" class="mw-redirect" title="Kaniadakis Logistic distribution">Kaniadakis <i>κ</i>-Logistic</a></li> <li><a href="/wiki/Kaniadakis_Erlang_distribution" title="Kaniadakis Erlang distribution">Kaniadakis <i>κ</i>-Erlang</a></li> <li><a href="/wiki/Q-exponential_distribution" title="Q-exponential distribution"><i>q</i>-exponential</a></li> <li><a href="/wiki/Q-Gaussian_distribution" title="Q-Gaussian distribution"><i>q</i>-Gaussian</a></li> <li><a href="/wiki/Q-Weibull_distribution" title="Q-Weibull distribution"><i>q</i>-Weibull</a></li> <li><a href="/wiki/Shifted_log-logistic_distribution" title="Shifted log-logistic distribution">Shifted log-logistic</a></li> <li><a href="/wiki/Tukey_lambda_distribution" title="Tukey lambda distribution">Tukey lambda</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Mixed <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">continuous-<br />discrete</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Rectified_Gaussian_distribution" title="Rectified Gaussian distribution">Rectified Gaussian</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Joint_probability_distribution" title="Joint probability distribution">Multivariate <br />(joint)</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><span class="nobold"><i>Discrete: </i></span></li> <li><a href="/wiki/Ewens%27s_sampling_formula" title="Ewens&#39;s sampling formula">Ewens</a></li> <li><a href="/wiki/Multinomial_distribution" title="Multinomial distribution">Multinomial</a> <ul><li><a href="/wiki/Dirichlet-multinomial_distribution" title="Dirichlet-multinomial distribution">Dirichlet</a></li> <li><a href="/wiki/Negative_multinomial_distribution" title="Negative multinomial distribution">Negative</a></li></ul></li> <li><span class="nobold"><i>Continuous: </i></span></li> <li><a href="/wiki/Dirichlet_distribution" title="Dirichlet distribution">Dirichlet</a> <ul><li><a href="/wiki/Generalized_Dirichlet_distribution" title="Generalized Dirichlet distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Multivariate_Laplace_distribution" title="Multivariate Laplace distribution">Multivariate Laplace</a></li> <li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Multivariate normal</a></li> <li><a href="/wiki/Multivariate_stable_distribution" title="Multivariate stable distribution">Multivariate stable</a></li> <li><a href="/wiki/Multivariate_t-distribution" title="Multivariate t-distribution">Multivariate <i>t</i></a></li> <li><a href="/wiki/Normal-gamma_distribution" title="Normal-gamma distribution">Normal-gamma</a> <ul><li><a href="/wiki/Normal-inverse-gamma_distribution" title="Normal-inverse-gamma distribution">Inverse</a></li></ul></li> <li><span class="nobold"><i><a href="/wiki/Random_matrix" title="Random matrix">Matrix-valued: </a></i></span></li> <li><a href="/wiki/Lewandowski-Kurowicka-Joe_distribution" title="Lewandowski-Kurowicka-Joe distribution">LKJ</a></li> <li><a href="/wiki/Matrix_normal_distribution" title="Matrix normal distribution">Matrix normal</a></li> <li><a href="/wiki/Matrix_t-distribution" title="Matrix t-distribution">Matrix <i>t</i></a></li> <li><a href="/wiki/Matrix_gamma_distribution" title="Matrix gamma distribution">Matrix gamma</a> <ul><li><a href="/wiki/Inverse_matrix_gamma_distribution" title="Inverse matrix gamma distribution">Inverse</a></li></ul></li> <li><a href="/wiki/Wishart_distribution" title="Wishart distribution">Wishart</a> <ul><li><a href="/wiki/Normal-Wishart_distribution" title="Normal-Wishart distribution">Normal</a></li> <li><a href="/wiki/Inverse-Wishart_distribution" title="Inverse-Wishart distribution">Inverse</a></li> <li><a href="/wiki/Normal-inverse-Wishart_distribution" title="Normal-inverse-Wishart distribution">Normal-inverse</a></li> <li><a href="/wiki/Complex_Wishart_distribution" title="Complex Wishart distribution">Complex</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Directional_statistics" title="Directional statistics">Directional</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <dl><dt><span class="nobold"><i>Univariate (circular) <a href="/wiki/Directional_statistics" title="Directional statistics">directional</a></i></span></dt> <dd><a href="/wiki/Circular_uniform_distribution" title="Circular uniform distribution">Circular uniform</a></dd> <dd><a href="/wiki/Von_Mises_distribution" title="Von Mises distribution">Univariate von Mises</a></dd> <dd><a href="/wiki/Wrapped_normal_distribution" title="Wrapped normal distribution">Wrapped normal</a></dd> <dd><a href="/wiki/Wrapped_Cauchy_distribution" title="Wrapped Cauchy distribution">Wrapped Cauchy</a></dd> <dd><a href="/wiki/Wrapped_exponential_distribution" title="Wrapped exponential distribution">Wrapped exponential</a></dd> <dd><a href="/wiki/Wrapped_asymmetric_Laplace_distribution" title="Wrapped asymmetric Laplace distribution">Wrapped asymmetric Laplace</a></dd> <dd><a href="/wiki/Wrapped_L%C3%A9vy_distribution" title="Wrapped Lévy distribution">Wrapped Lévy</a></dd> <dt><span class="nobold"><i>Bivariate (spherical)</i></span></dt> <dd><a href="/wiki/Kent_distribution" title="Kent distribution">Kent</a></dd> <dt><span class="nobold"><i>Bivariate (toroidal)</i></span></dt> <dd><a href="/wiki/Bivariate_von_Mises_distribution" title="Bivariate von Mises distribution">Bivariate von Mises</a></dd> <dt><span class="nobold"><i>Multivariate</i></span></dt> <dd><a href="/wiki/Von_Mises%E2%80%93Fisher_distribution" title="Von Mises–Fisher distribution">von Mises–Fisher</a></dd> <dd><a href="/wiki/Bingham_distribution" title="Bingham distribution">Bingham</a></dd></dl> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Degenerate_distribution" title="Degenerate distribution">Degenerate</a> <br />and <a href="/wiki/Singular_distribution" title="Singular distribution">singular</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <dl><dt><span class="nobold"><i>Degenerate</i></span></dt> <dd><a href="/wiki/Dirac_delta_function" title="Dirac delta function">Dirac delta function</a></dd> <dt><span class="nobold"><i>Singular</i></span></dt> <dd><a href="/wiki/Cantor_distribution" title="Cantor distribution">Cantor</a></dd></dl> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Families</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Circular_distribution" title="Circular distribution">Circular</a></li> <li><a href="/wiki/Compound_Poisson_distribution" title="Compound Poisson distribution">Compound Poisson</a></li> <li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential</a></li> <li><a href="/wiki/Natural_exponential_family" title="Natural exponential family">Natural exponential</a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale</a></li> <li><a href="/wiki/Maximum_entropy_probability_distribution" title="Maximum entropy probability distribution">Maximum entropy</a></li> <li><a href="/wiki/Mixture_distribution" title="Mixture distribution">Mixture</a></li> <li><a href="/wiki/Pearson_distribution" title="Pearson distribution">Pearson</a></li> <li><a href="/wiki/Tweedie_distribution" title="Tweedie distribution">Tweedie</a></li> <li><a href="/wiki/Wrapped_distribution" title="Wrapped distribution">Wrapped</a></li></ul> </div></td></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><span 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