3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_sf_gamma.h>
23 #include <gsl/gsl_rng.h>
24 #include <gsl/gsl_randist.h>
26 /* The sum of N samples from an exponential distribution gives an
29 p(x) dx = x^(n-1) exp (-x/a) / ((n-1)!a^n) dx
31 for x = 0 ... +infty */
34 gsl_ran_erlang (const gsl_rng * r, const double a, const double n)
36 return gsl_ran_gamma (r, n, a);
40 gsl_ran_erlang_pdf (const double x, const double a, const double n)
49 double lngamma = gsl_sf_lngamma (n);
51 p = exp ((n - 1) * log (x/a) - x/a - lngamma) / a;