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

Author

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  • Jiménez, F.
  • Jodrá, P.

Abstract

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.

Suggested Citation

  • Jiménez, F. & Jodrá, P., 2009. "On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1636-1640.
    • Handle: RePEc:eee:matcom:v:79:y:2009:i:5:p:1636-1640
    DOI: 10.1016/j.matcom.2008.07.010
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    References listed on IDEAS

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    1. Barry, D.A & Parlange, J.-Y & Li, L & Prommer, H & Cunningham, C.J & Stagnitti, F, 2000. "Analytical approximations for real values of the Lambert W-function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 53(1), pages 95-103.
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    Keywords

    Inverse transform method; Simulation;

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