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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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19.10 The Rayleigh Tail Distribution

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

for x > a.

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

ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition