Evaluates the Rayleigh cumulative probability distribution function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public static double Rayleigh(
	double x,
	double alpha
)
Visual Basic (Declaration)
Public Shared Function Rayleigh ( _
	x As Double, _
	alpha As Double _
) As Double
Visual C++
public:
static double Rayleigh(
	double x, 
	double alpha
)

Parameters

x
Type: System..::.Double
A double scalar value representing the argument at which the function is to be evaluated. It must be non-negative.
alpha
Type: System..::.Double
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 Cdf.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