- 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 random variables , each having a mean

- Using equation (9.3) that can generate exponential
variable, an Erlang variate can be generated by

- an Erlang random variable
- Example 9.9 on page 343

Meng Xiannong 2002-10-18