Example
Consider the problem of generating a random variable with an Erlang distribution, . Such a random variable can be defined as the sum of k random variables each with an exponential distribution . This problem is equivalent to generating a random number for a special case of the Gamma distribution, in which the shape parameter takes an integer value.
Notice that:
One can now generate samples using a random number generator for the exponential distribution:
if then
Read more about this topic: Convolution Random Number Generator
Famous quotes containing the word example:
“Our intellect is not the most subtle, the most powerful, the most appropriate, instrument for revealing the truth. It is life that, little by little, example by example, permits us to see that what is most important to our heart, or to our mind, is learned not by reasoning but through other agencies. Then it is that the intellect, observing their superiority, abdicates its control to them upon reasoned grounds and agrees to become their collaborator and lackey.”
—Marcel Proust (1871–1922)