Probabilities.ErlangStat Method

procedure ErlangStat(k: Integer; Lambda: Double; out AMean: Double; out AVariance: Double; out ASkewness: Double; out AKurtosis: Double);

Erlang distribution moments (mean, variance, skewness, excess kurtosis).

#NameDescription
1AMeanReturns the mean, = k/Lambda.
2AVarianceReturns the variance, = k/Lambda^2.
3ASkewnessReturns the skewness, = 2/sqrt(k).
4AKurtosisReturns the EXCESS kurtosis, = 6/k.
5kShape parameter, integer > 0.
6LambdaRate parameter, real value > 0.

Result: stored in self (calling object)

Remarks:

Returns the moments of the Erlang distribution with integer shape k and rate lambda. If k <= 0 or lambda <= 0 all four outputs are NAN.