Rayleigh Distribution

Rayleigh Distribution

Rayleigh Distribution

Rayleigh distribution is used in signal processing.

It has two parameters:

scale – (standard deviation) decides how flat the distribution will be default 1.0).

size – The shape of the returned array.

Example

Draw out a sample for rayleigh distribution with scale of 2 with size 2×3:

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Visualization of Rayleigh Distribution

Example

Result

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Similarity Between Rayleigh and Chi Square Distribution

At unit stddev the and 2 degrees of freedom rayleigh and chi square represent the same distributions.

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