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- The probability distribution of a sum of two or more
independent random variables is called a convolution of the
distributions of the original variables.
- Erlang distribution.
- an Erlang random variable X with parameters can be shown to be the sum of K independent exponential
, each having a mean
- Using equation (9.3) that can generate exponential
variable, an Erlang variate can be generated by
- Example 9.9 on page 343