The Rice distribution
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The Rice distribution is characterises the magnitude of a
circular bivariate normal random vector with potentially non-zero mean.
Distribution name
|
Rice
distribution
|
Common notation
|

|
Parameters
|
=
parameter
=
parameter
|
Domain
|

|
Probability density
function
|

where is
the modified Bessel function of the first kind of order zero, i.e. 
|
Cumulative distribution
function
|

where is
the Marcum Q-function, i.e. .
|
Mean
|

|
Variance
|

|
Other comments
|
The Rayleigh
distribution is a special case of the Rice distribution where .
Its non-central moments are:

where is
a Laguerre polynomial.
|
Nematrian web functions
This distribution is not currently supported within the Nematrian
web function library. For details of supported probability distributions
see here.
NAVIGATION LINKS
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