RiskErlang

Description

RiskErlang generates an Erlang distribution with integer shape parameter m and scale parameter beta.

 

Examples

RiskErlang(5,10) returns an Erlang distribution with shape parameter 5 and scale parameter 10.

RiskErlang(A1,A2/6.76) returns an Erlang distribution with shape parameter value taken from cell A1 and scale parameter equaling the value in cell A2 divided by 6.76.

 

Guidelines

m must be a positive integer.

must be positive.

Parameters

m      integral shape parameter      m > 0

     continuous scale parameter      

 

Domain

     continuous

Density and Cumulative Distribution Functions

 

Here, is the Gamma Function and is the Incomplete Gamma Function.

 

Mean

 

Variance

 

Skewness

 

Kurtosis

 

Mode

 

Examples