Erlang distribution expected value.
The mean for an Erlang random variable is
where k
is the shape parameter and λ
is the rate parameter.
var mean = require( '@stdlib/stats/base/dists/erlang/mean' );
Returns the expected value of an Erlang distribution with parameters k
(shape parameter) and lambda
(rate parameter).
var v = mean( 1, 1.0 );
// returns 1.0
v = mean( 4, 12.0 );
// returns ~0.333
v = mean( 8, 2.0 );
// returns 4.0
If provided NaN
as any argument, the function returns NaN
.
var v = mean( NaN, 2.0 );
// returns NaN
v = mean( 2.0, NaN );
// returns NaN
If not provided a positive integer for k
, the function returns NaN
.
var v = mean( 1.8, 1.0 );
// returns NaN
v = mean( -1.0, 1.0 );
// returns NaN
If provided lambda <= 0
, the function returns NaN
.
var v = mean( 2, 0.0 );
// returns NaN
v = mean( 2, -1.0 );
// returns NaN
var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var EPS = require( '@stdlib/constants/float64/eps' );
var mean = require( '@stdlib/stats/base/dists/erlang/mean' );
var lambda;
var k;
var v;
var i;
for ( i = 0; i < 10; i++ ) {
k = round( randu()*10.0 );
lambda = ( randu()*10.0 ) + EPS;
v = mean( k, lambda );
console.log( 'k: %d, λ: %d, E(X;k,λ): %d', k.toFixed( 4 ), lambda.toFixed( 4 ), v.toFixed( 4 ) );
}
#include "stdlib/stats/base/dists/erlang/mean.h"
Evaluates the expected value of an Erlang distribution with parameters k
(shape parameter) and lambda
(rate parameter).
double out = stdlib_base_dists_erlang_mean( 1, 1.0 );
// returns 1.0
The function accepts the following arguments:
- k:
[in] int32_t
shape parameter. - lambda:
[in] double
rate parameter.
double stdlib_base_dists_erlang_mean( const int32_t k, const double lambda );
#include "stdlib/stats/base/dists/erlang/mean.h"
#include "stdlib/constants/float64/eps.h"
#include "stdlib/math/base/special/round.h"
#include <stdlib.h>
#include <stdint.h>
#include <stdio.h>
static double random_uniform( const double min, const double max ) {
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
return min + ( v*(max-min) );
}
int main( void ) {
double lambda;
int32_t k;
double y;
int i;
for ( i = 0; i < 25; i++ ) {
k = stdlib_base_round( random_uniform( 0.0, 10.0 ) );
lambda = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 );
y = stdlib_base_dists_erlang_mean( k, lambda );
printf( "k: %d, λ: %lf, E(X;k,λ): %lf\n", k, lambda, y );
}
}