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### 20.9 The Rayleigh Distribution

— Function: double gsl_ran_rayleigh (const gsl_rng * r, double 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.

— Function: double gsl_ran_rayleigh_pdf (double x, double sigma)

This function computes the probability density p(x) at x for a Rayleigh distribution with scale parameter sigma, using the formula given above.



— Function: double gsl_cdf_rayleigh_P (double x, double sigma)
— Function: double gsl_cdf_rayleigh_Q (double x, double sigma)
— Function: double gsl_cdf_rayleigh_Pinv (double P, double sigma)
— Function: double gsl_cdf_rayleigh_Qinv (double Q, double sigma)

These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the Rayleigh distribution with scale parameter sigma.

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