Erlang distribution-integral problem

[hafizahzulkipli88]

Hi. I have problem regarding the Erlang distribution. I have an equation like below:

 \integrate from Q to infinity of [(x-Q) f(x)] dx

. f(x) follow pdf of erlang distribution.
Can I solve this equation using vba?
I don't know if excel has any build in Erlang p.d.f like normal p.d.f e.g(WorksheetFunction.NormDist(x, Av, StD, False).

 

[Eric W]

Welcome to the forum.

I can point you to 2 links which may help.

First, check out the GAMMA.DIST function:

https://support.office.com/en-us/article/GAMMA-DIST-function-9b6f1538-d11c-4d5f-8966-21f6a2201def

According to the last remark:

When alpha is a positive integer, GAMMA.DIST is also known as the Erlang distribution.

Second, here is a link to a macro that shg provided that does numerical integration.

https://www.mrexcel.com/forum/excel...ual-basic-applications-solving-integrals.html


Hope this helps.