Rayleigh Distribution

Rayleigh Distribution

The Rayleigh Distribution, also known as the Non-Central Chi-Squared Distribution, is most commonly used in mathematical physics, especially in communication theory. It is also used to represent the distribution of a sample of variance from a normal population with an unstable expected value.

The Rayleigh Distribution is defined for all positive values of x. It has one parameter, a, which must be positive. The distribution is:

where x>0 and a>0.

The equations for the mean and variance are:

The equation for the parameter is:

The mean must be positive.

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See Also

Named Distributions