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QuantEcon / Expectations.jl

Expectation operators for Distributions.jl objects
MIT License
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Erlang #33

Closed tbeason closed 4 years ago

tbeason commented 4 years ago

Erlang dist is a special case of Gamma dist with integer first parameter. The existing implementation that works for Gamma should also be used for Erlang then, correct? Right now it just fails.

I naively encountered this because the sum of Exponential draws has an Erlang distribution.

arnavs commented 4 years ago

Hi @tbeason, thanks for this suggestion.

I'll work on it today.

arnavs commented 4 years ago

OK, this will be in the next release. Should be out by the end of the day.

This issue also uncovered a bug in our implementation of Gamma distributions with non-unity theta parameters, which is now fixed.

Closing now.