Erlang distribution

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Format: VoseErlang(m, b, U)

Erlang equations

The Erlang distribution (or m-Erlang distribution) is a probability distribution developed by A. K. Erlang. It is a special case of the Gamma distribution. A Gamma(a, b) distribution is equal to an Erlang(m,b) distribution with a= m, when a is an integer. Examples of the Erlang distribution are given below:

Unlike the Gamma distribution, the Erlang does have a cumulative distribution function.

Uses

The Erlang(m,b) distribution is the same as a Gamma(a,b) distribution but with the restriction that a (i.e. m) must be a positive integer. It doesn't therefore have any advantage of the Gamma distribution in its applications. In the old days of simulation, it was easier to generate values from an Erlang distribution by simply adding together m independent Exponential distributions, but this advantage is now redundant. The Erlang distribution is included in ModelRisk for greater compatibility with other simulation tools.

Comments

A.K. Erlang worked a lot in traffic modeling. There are thus two other Erlang distributions, both used in modeling traffic:

VoseFunctions for this distribution

VoseErlang generates values from this distribution or calculates a percentile.

VoseErlangObject constructs a distribution object for this distribution. Professional and Industrial editions only.

VoseErlangProb returns the probability density or cumulative distribution function for this distribution. Professional and Industrial editions only.

VoseErlangProb10 returns the log10 of the probability density or cumulative distribution function. Professional and Industrial editions only.  

VoseErlangFit generates values from this distribution fitted to data, or calculates a percentile from the fitted distribution. Professional and Industrial editions only.

VoseErlangFitObject constructs a distribution object of this distribution fitted to data. Professional and Industrial editions only.

VoseErlangFitP returns the parameters of this distribution fitted to data. Professional and Industrial editions only.

See Also