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Line 4: == Example == Consider the problem of generating ~~a random number correspobding to~~ a random variable with an [[Erlang distribution]], <math>X\ \sim \operatorname{Erlang}(k, \theta)</math>. Such a random variable can be defined as the sum of ''k'' random variables each with an [[exponential distribution]] <math>\operatorname{Exp}(k \theta) \,</math>. This problem is equivalent to generating a random number for a special case of the [[Gamma distribution]], in which the [[shape parameter]] takes an integer value. Notice that:

Convolution random number generator: Difference between revisions