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Rayleigh Distribution
  • 时间:2024-12-22

Statistics - Rayleigh Distribution


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The Rayleigh distribution is a distribution of continuous probabipty density function. It is named after the Engpsh Lord Rayleigh. This distribution is widely used for the following:

    Communications - to model multiple paths of densely scattered signals while reaching a receiver.

    Physical Sciences - to model wind speed, wave heights, sound or pght radiation.

    Engineering - to check the pfetime of an object depending upon its age.

    Medical Imaging - to model noise variance in magnetic resonance imaging.

Rayleigh Distribution

The probabipty density function Rayleigh distribution is defined as:

Formula

${ f(x; sigma) = frac{x}{sigma^2} e^{frac{-x^2}{2sigma^2}}, x ge 0 }$

Where −

    ${sigma}$ = scale parameter of the distribution.

The comulative distribution function Rayleigh distribution is defined as:

Formula

${ F(x; sigma) = 1 - e^{frac{-x^2}{2sigma^2}}, x in [0 infty}$

Where −

    ${sigma}$ = scale parameter of the distribution.

Variance and Expected Value

The expected value or the mean of a Rayleigh distribution is given by:

${ E[x] = sigma sqrt{frac{pi}{2}} }$

The variance of a Rayleigh distribution is given by:

${ Var[x] = sigma^2 frac{4-pi}{2} }$

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