hypoexponential distribution について

Words near each other

Dictionary Lists

mini英和辞書

翻訳と辞書　辞書検索 [ 開発暫定版 ]

スポンサードリンク

hypoexponential distribution ：ウィキペディア英語版

hypoexponential distribution

In probability theory the hypoexponential distribution or the generalized Erlang distribution is a continuous distribution, that has found use in the same fields as the Erlang distribution, such as queueing theory, teletraffic engineering and more generally in stochastic processes. It is called the hypoexponetial distribution as it has a coefficient of variation less than one, compared to the hyper-exponential distribution which has coefficient of variation greater than one and the exponential distribution which has coefficient of variation of one.
==Overview==
The Erlang distribution is a series of ''k'' exponential distributions all with rate

\lambda

. The hypoexponential is a series of ''k'' exponential distributions each with their own rate

\lambda_

, the rate of the

i^

exponential distribution. If we have ''k'' independently distributed exponential random variables

\boldsymbol_

, then the random variable,
:

\boldsymbol=\sum^_\boldsymbol_

is hypoexponentially distributed. The hypoexponential has a minimum coefficient of variation of

1/k

翻訳と辞書 : 翻訳のためのインターネットリソース