On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two

✍ Scribed by F. Jiménez; P. Jodrá

• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 127 KB
• Volume: 79
• Category: Article
• ISSN: 0378-4754
• DOI: 10.1016/j.matcom.2008.07.010

✦ Synopsis

We provide closed-form expressions for the quantile functions of the Erlang and negative binomial distributions with shape parameter equal to two. These expressions are related to the Lambert W function.