论文信息 - On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two - 字舞流文

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

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.

F. Jiménez | Pedro Jodrá | P. Jodrá | F. Jiménez

[1] Emanuel Parzen,et al. Quantile Probability and Statistical Data Modeling , 2004 .

[2] N. L. Johnson,et al. Continuous Univariate Distributions. , 1995 .

[3] C. Chatfield. Continuous Univariate Distributions, Vol. 1 , 1995 .

[4] Peter R. Nelson. The Frontiers of statistical computation, simulation & modeling : volume I of proceedings of the ICOSCO-I Conference (The First International Conference on Statistical Computing, Çeşme, Izmir, Turkey, March-April 1987) , 1991 .

[5] Gaston H. Gonnet,et al. On the LambertW function , 1996, Adv. Comput. Math..

[6] A. W. Kemp,et al. Univariate Discrete Distributions , 1993 .

[7] Ronald L. Wasserstein,et al. Monte Carlo: Concepts, Algorithms, and Applications , 1997 .

[8] D. A. Barry,et al. Analytical approximations for real values of the Lambert W -function , 2000 .

[9] W. Gilchrist,et al. Statistical Modelling with Quantile Functions , 2000 .