The Rayleigh Distribution¶
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gsl_ran_rayleigh
(sigma)¶ This function returns a random variate from the Rayleigh distribution with scale parameter
sigma
. The distribution is,\[p(x) dx = {x \over \sigma^2} \exp(- x^2/(2 \sigma^2)) dx\]for \(x > 0\).
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gsl_ran_rayleigh_pdf
(x, sigma)¶ This function computes the probability density \(p(x)\) at \(x\) for a Rayleigh distribution with scale parameter
sigma
, using the formula given above.
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gsl_ran_rayleigh_P
(x, sigma)¶
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gsl_ran_rayleigh_Q
(x, sigma)¶
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gsl_ran_rayleigh_Pinv
(P, sigma)¶
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gsl_ran_rayleigh_Qinv
(Q, sigma)¶ These functions compute the cumulative distribution functions \(P(x), Q(x)\) and their inverses for the Rayleigh distribution with scale parameter
sigma
.