### 20.10 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.