Returns the inverse of the Rayleigh cumulative probability distribution function.

Parameters

p

A double scalar value representing the probability for which the inverse Rayleigh function is to be evaluated.

alpha

A double scalar value representing the scale parameter.

Return Value

A double scalar value. The probability that a Rayleigh random variable takes a value less than or equal to this returned value is p.

See Also

Cdf Class | Imsl.Stat Namespace

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