Erlang distribution

Notes

The probability density function for Erlang distribution is:

.. math::

f(x, \beta, m) = \frac{\beta^{-m}x^{m-1}}{(m-1)!}e^{-\frac{x}{\beta}}

for :math:x\ge 0 and :math:\beta > 0.

The mean of the Erlang distribution is :math:m\beta, the variance is :math:m\beta^2, obviously, when :math:m = 1, this is the probability density function of the exponential distribution with parameter :math:\beta.

The following plot shows the pdf.

.. image:: ../../../../tests/imgs/stats/continuous/erlang/erlangpdf.png :align: center :width: 480