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The Rayleigh Distribution
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The Rayleigh Distribution
The Rayleigh distribution can be used to model the velocity of
particles whose velocity in the x and y directions are independent
and follow a normal distribution.
The Rayleigh distribution has a scale parameter. The probability
density function is:
The Rayleigh distribution is a special case of the Weibull distribution.
The Rayleigh distribution is implemented by the RayleighDistribution
class. It has one constructor with the scale parameter as its only
argument.
The following constructs the Rayleigh distribution with scale
parameter 1.8:
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RayleighDistribution rayleigh = new RayleighDistribution(1.8); |
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Dim rayleigh As RayleighDistribution = New RayleighDistribution(1.8) |
The RayleighDistribution class has two specific
properties,
LocationParameter and
ScaleParameter, which return the location parameter
(smallest possible value) and scale parameter of the
distribution.
RayleighDistribution has one static
(Shared in Visual Basic) method,
GetRandomVariate, which generates a random variate
using a user-supplied uniform random number generator. The second
and third parameters are the location and scale parameters of the
distribution.
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MersenneTwister random = new MersenneTwister();
double variate = RayleighDistribution.GetRandomVariate(random, 1.8); |
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Dim random As MersenneTwister = New MersenneTwister()
Dim variate As Double = RayleighDistribution.GetRandomVariate(random, 1.8) |
The above example uses the Mersenne
Twister to generate uniform random numbers.
For details of the properties and methods common to all
continuous distribution classes, see the topic on ContinuousDistribution
class.
Up: Continuous Probability Distributions Next: Student's T Distribution Previous: The Pareto Distribution Contents
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