The Rayleigh distribution
[this page | pdf | back links]
Distribution name
|
Rayleigh
distribution
|
Common notation
|
|
Parameters
|
=
scale parameter ()
|
Domain
|
|
Probability density
function
|
|
Cumulative distribution
function
|
|
Mean
|
|
Variance
|
|
Skewness
|
|
(Excess) kurtosis
|
|
Characteristic function
|
Here is the error function,
which is defined as:
|
Other comments
|
The Rayleigh distribution often arises when the overall
magnitude of a vector is related to its directional components
|
Nematrian web functions
Functions relating to the above distribution may be accessed
via the Nematrian
web function library by using a DistributionName of “rayleigh”.
Functions relating to a generalised version of this distribution including an
additional location (i.e. shift) parameter may be accessed by using a DistributionName
of “rayleigh2”, see also including
additional shift and scale parameters. For details of other supported
probability distributions see here.
NAVIGATION LINKS
Contents | Prev | Next