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

F. Jiménez and P. Jodrá

Mathematics and Computers in Simulation (MATCOM), 2009, vol. 79, issue 5, 1636-1640

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.

Keywords: Inverse transform method; Simulation (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:79:y:2009:i:5:p:1636-1640

DOI: 10.1016/j.matcom.2008.07.010

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