GNU Scientific Library – Reference Manual: The Rayleigh Distribution

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### 20.9 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, 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.