On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two (Q1005206)
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| Language | Label | Description | Also known as |
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| English | On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two |
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On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two (English)
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9 March 2009
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The authors provide closed-form expressions for the quantile functions of the Erlang and negative binomial distributions with shape parameter equal to two. From a computational point of view, since the Lambert W function is efficiently implemented in various computer algebra systems -- Mathematica and Matlab, for instance -- both quantile functions can be evaluated with high accuracy in a straightforward manner.
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inverse transform method
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quantile functions
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negative binomial distributions
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Lambert W-function
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