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.