Rayleigh Distribution
The distribution with
Probability Function
(1)
for
. The
Moments
about 0 are given by
(2)
where
is a
Gaussian Integral
. The first few of these are
(3)
(4)
(5)
(6)
(7)
so
(8)
(9)
(10)
(11)
(12)
The
Moments
about the
Mean
are
(13)
(14)
(15)
so the
Mean
,
Variance
,
Skewness
, and
Kurtosis
are
(16)
(17)
(18)
(19)
© 1996-9
Eric W. Weisstein
1999-05-25