The Rayleigh Distribution
Random:
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.