rayleigh


The Rayleigh distribution is a continuous distribution bounded on the lower side. It is a special case of the Weibull distribution with alpha =2 and beta/sqrt(2) =sigma. Because of the fixed shape parameter, the Rayleigh distribution does not change shape although it can be scaled.

The Rayleigh distribution is frequently used to represent lifetimes because its hazard rate increases linearly with time, e.g. the lifetime of vacuum tubes. This distribution also finds application in noise problems in communications.

Sample 

sigma =1; min = 0

rayleigh(double sigma, double min)

Description

Generates a sample of the Rayleigh distribution.

Parameters

Name

Type

Description

sigma

double

 the scale parameter > 0

min

double

 the minimum x value

Result

Type

Description

double

the generated sample


rayleigh(double sigma)

Description

Generates a sample of the Rayleigh distribution with min set to 0. Is equivalent to rayleigh(sigma, 0).

Parameters

Name

Type

Description

sigma

double

 the scale parameter > 0

Result

Type

Description

double

the generated sample


rayleigh(double sigma, double min, java.util.Random r)

Description

Generates a sample of the Rayleigh distribution using the specified random number generator.

Parameters

Name

Type

Description

sigma

double

 the scale parameter > 0

min

double

 the minimum x value

r

java.util.Random

 the random number generator

Result

Type

Description

double

the generated sample

This document includes content from the Stat::Fit User's Manual. Copyright 2016 Geer Mountain Software Corp.