pdfRayleigh

Purpose

Computes the probability density function of the Rayleigh distribution.

Format

p = pdfRayleigh(x, b)

Parameters:

• x (NxK matrix or an Nx1 vector or scalar) – x must be greater than 0.

• b (NxK matrix, Nx1 vector or scalar) – Scale parameter, ExE conformable with x. b must be greater than 0.

Returns:

p (NxK matrix, Nx1 vector or scalar) – the probability density function of the Rayleigh distribution evaluated at x.

Remarks

The probability density function of the Rayleigh distribution is defined as

\[f(x) = \frac{x}{b^2}exp⁡(\frac{−x^2}{2b^2})\]

Examples

// Data points
x = { 0.5, 1, 2, 3 };

// Rayleigh PDF with scale = 1
p = pdfRayleigh(x, 1);
print p;

After the code above, p is equal to:

 0.44124845
 0.60653066
 0.27067057
0.033326990

See also

Functions cdfRayleighinv()