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

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

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Article ID: iaor201527013
Volume: 79
Issue: 5
Start Page Number: 1636
End Page Number: 1640
Publication Date: Jan 2009
Journal: Mathematics and Computers in Simulation
Authors: ,
Keywords: computers: calculation
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.

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