Convolution random number generator: Difference between revisions

Revision as of 02:23, 22 May 2020

Revision as of 04:55, 2 January 2024

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if <math>X_i\ \sim \operatorname{Exp}(k \theta)</math>&nbsp; &nbsp; then <math>X=\sum_{i=1}^k X_i \sim \operatorname{Erlang}(k,\theta) .</math>

== References ==

* https://faculty.ksu.edu.sa/sites/default/files/or441-lec09-_generating_random_numbers-convol-accept-reject-_sep_2017.pdf

{{unreferenced|date=November 2010}}

[[Category:Non-uniform random numbers]]