Package nl.tudelft.simulation.jstats.distributions

Class DistErlang

java.lang.Object

nl.tudelft.simulation.jstats.distributions.Dist

nl.tudelft.simulation.jstats.distributions.DistContinuous

nl.tudelft.simulation.jstats.distributions.DistErlang

All Implemented Interfaces:

Serializable

public class DistErlang
extends DistContinuous

The Erlang distribution. For more information on this distribution see http://mathworld.wolfram.com/ErlangDistribution.html
The Erlang distribution is the distribution of a sum of k independent exponential variables with the scale parameter as the mean. The scale parameter is equal to 1/rate or 1/λ, giving the entire Erlang distribution a mean of k*scale.

Copyright (c) 2002-2023 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See for project information https://simulation.tudelft.nl. The DSOL project is distributed under a three-clause BSD-style license, which can be found at https://https://simulation.tudelft.nl/dsol/docs/latest/license.html.

Author:

Peter Jacobs , Alexander Verbraeck

See Also:

Serialized Form

Field Summary

Fields inherited from class nl.tudelft.simulation.jstats.distributions.Dist

stream

Constructor Summary

Constructors

Constructor	Description
DistErlang(StreamInterface stream, double scale, int k)	Construct a new Erlang distribution with k and a mean (so not k and a rate) as parameters.

Method Summary

Modifier and Type	Method	Description
double	draw()	draws the next stream value according to the probability of this this distribution.
int	getK()
double	getProbabilityDensity(double x)	returns the probability density value of a value x.
double	getScale()
void	setStream(StreamInterface stream)	Replace the random number stream.
String	toString()

Methods inherited from class nl.tudelft.simulation.jstats.distributions.Dist

getStream

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

DistErlang

public DistErlang(StreamInterface stream,
                  double scale,
                  int k)

Construct a new Erlang distribution with k and a mean (so not k and a rate) as parameters. It is the distribution of a sum of k independent exponential variables with the scale parameter as the mean. The scale parameter is equal to 1/rate or 1/λ, giving the entire Erlang distribution a mean of k*scale.

Parameters:

stream - StreamInterface; the random number stream

scale - double; the mean of a single sample from the exponential distribution, of which k are summed. Equal to 1/rate or 1/λ.

k - int; the shape parameter of the Erlang distribution. The shape k is the number of times a drawing is done from the exponential distribution, where the Erlang distribution is the sum of these k independent exponential variables.

Throws:

IllegalArgumentException - when k <= 0 or scale <= 0

Method Detail

draw

public double draw()

draws the next stream value according to the probability of this this distribution.

Specified by:

draw in class DistContinuous

Returns:

the next double value drawn.

getProbabilityDensity

public double getProbabilityDensity(double x)

returns the probability density value of a value x.

Specified by:

getProbabilityDensity in class DistContinuous

Parameters:

x - double; the value for which the density function needs to be calculated

Returns:

double; the probability density for value x

getK

public int getK()

Returns:

k

getScale

public double getScale()

Returns:

scale parameter

setStream

public void setStream(StreamInterface stream)

Replace the random number stream.

Overrides:

setStream in class Dist

Parameters:

stream - StreamInterface; the new random number stream

toString

public String toString()

Overrides:

toString in class Object