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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
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19.9 The Rayleigh Distribution

Function: double gsl_ran_rayleigh (const gsl_rng * r, double sigma)
This function returns a random variate from the Rayleigh distribution with scale parameter sigma. The distribution is,
p(x) dx = {x \over \sigma^2} \exp(- x^2/(2 \sigma^2)) dx

for x > 0.

Function: double gsl_ran_rayleigh_pdf (double x, double sigma)
This function computes the probability density p(x) at x for a Rayleigh distribution with scale parameter sigma, using the formula given above.

Function: double gsl_cdf_rayleigh_P (double x, double sigma)
Function: double gsl_cdf_rayleigh_Q (double x, double sigma)
Function: double gsl_cdf_rayleigh_Pinv (double P, double sigma)
Function: double gsl_cdf_rayleigh_Qinv (double Q, double sigma)
These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the Rayleigh distribution with scale parameter sigma.
ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition