cdfRayleighInv#

Purpose#

Computes the Rayleigh inverse cumulative distribution function.

Format#

x = cdfRayleighInv(p, shape)#
Parameters:
  • p (NxK matrix, Nx1 vector or scalar) – Probabilities at which to compute the Rayleigh inverse cumulative distribution function. \(0 < p < 1\).

  • shape (NxK matrix, Nx1 vector or scalar) – Shape parameter, ExE conformable with p. shape must be greater than 0.

Returns:

x (NxK matrix, Nx1 vector or scalar) – each value of x is the value such that the Rayleigh cumulative distribution function is equal to the corresponding value of p.

Examples#

// Probabilities
p = {0.1,0.25, 0.5,0.75,0.95};

// Scale
scale = 0.5;

// Call Rayleigh function
x = cdfRayleighInv(p, scale);

After running above code,

x =
  0.2295
  0.3793
  0.5887
  0.8326
  1.2239

Remarks#

cdfRayleighInv(cdfRayleigh(x, shape), shape) = x