Erlang(b, Erlang, K )erlang(expmean, k ) or erla(expmean, k ) – Rockwell Automation Arena Basic Edition Users Guide User Manual

Page 71

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A

S

TATISTICAL

D

ISTRIBUTIONS

65

• •

A •
Statis

tical

Dis
tribu

tions

Erlang(

β

, k)ERLANG(ExpMean, k) or ERLA(ExpMean, k)

If X1, X2, . . . , Xk are independent, identically distributed exponential random variables,
then the sum of these k samples has an Erlang-k distribution. The mean (

β

) of each of the

component exponential distributions and the number of exponential random variables (k)
are the parameters of the distribution. The exponential mean is specified as a positive real
number, and k is specified as a positive integer.

[0, +

k

β

k

β

2

The Erlang distribution is used in situations in which an activity occurs in successive
phases and each phase has an exponential distribution. For large k, the Erlang approaches
the normal distribution. The Erlang distribution is often used to represent the time
required to complete a task. The Erlang distribution is a special case of the gamma distri-
bution in which the shape parameter,

α, is an integer (k).

Probability

Density

Function

f(x) =

β

k

x

k 1

e

x

β

k 1

(

)!

---------------------------------

f(x) =

for x > 0

0

otherwise

Parameters

Range

∞ )

Mean

Variance

Applications

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