The Rayleigh distribution
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Distribution name
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Rayleigh
distribution
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Common notation
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Parameters
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 =
scale parameter ( )
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Domain
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Probability density
function
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Cumulative distribution
function
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Mean
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Variance
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Skewness
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(Excess) kurtosis
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Characteristic function
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Here  is the error function,
which is defined as:
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Other comments
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The Rayleigh distribution often arises when the overall
magnitude of a vector is related to its directional components
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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.
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