IMSL C# Numerical Library

Cdf.Rayleigh Method 

Evaluates the Rayleigh cumulative probability distribution function.

public static double Rayleigh(
   double x,
   double alpha
);

Parameters

x
A double scalar value representing the argument at which the function is to be evaluated. It must be non-negative.
alpha
A double scalar value representing the scale parameter.

Return Value

A double scalar value representing the probability that a Rayleigh random variable takes a value less than or equal to x.

Remarks

Method Rayleigh is a special case of Weibull distribution function where the shape parameter gamma is 2.0; that is,

F(x) = 1-e^{-\frac{x^2}{2\alpha^2}}

where alpha is the scale parameter.

Plot of Rayleigh Distribution Function

See Also

Cdf Class | Imsl.Stat Namespace