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http://dx.doi.org/10.5351/CKSS.2005.12.2.435

A General Solution of the Integral Equation for Erlang Distribution  

Lee Yoon Dong (Department of Applied Statistics, Konkuk University)
Choi Hyemi (Division of Applied Mathematics, KAIST)
Lee Eun-kyung (Department of Statistics, Seoul National University)
Publication Information
Communications for Statistical Applications and Methods / v.12, no.2, 2005 , pp. 435-442 More about this Journal
Abstract
The mathematical properties of the sequentially operated systems are often described by integral equations. Reservoir system of a product and sequential probability ratio test (SPRT) are typical examples of sequentially operated systems. When the underlying random quantities follow Erlang distribution, a systematic method was developed to solve the integral equations. We extend the method to the cases having accrual functions of more general types. The solutions of the integral equations are represented as a linear combination of distribution functions, and the coefficients of the linear combination are obtained by solving linear system derived from the continuity condition of the solutions.
Keywords
Erlang distribution; SPRT; Integral equation;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
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