Probabilities.RayleighCDFInv Method

Overload List

#SignatureDescription
1void RayleighCDFInv(TDenseMtxVec P, Double b, TDenseMtxVec Res)Rayleigh distribution PPF (vectorized).
2Double RayleighCDFInv(Double p, Double b)Rayleigh distribution point percent function (PPF).

Overload 1: void RayleighCDFInv(TDenseMtxVec P, Double b, TDenseMtxVec Res)

Rayleigh distribution PPF (vectorized).

#NameDescription
1PDefines distribution probabilities, real vector or matrix with values within closed interval [0,1].
2bDistribution parameter, positive real value.
3ResAfter calculation stores the PPF calculated from P and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of P.

Result: stored in self (calling object)

Overload 2: Double RayleighCDFInv(Double p, Double b)

Rayleigh distribution point percent function (PPF).

#NameDescription
1pProbability, real value on closed interval [0,1].
2bDistribution scale parameter, positive real value.

Returns: Double - the Rayleigh distribution point percent function (PPF) for probability p using the parameter b. b must be positive and p must lie in [0,1], otherwise the result is NAN.

Remarks:

The inverse Rayleigh cumulative distribution function (quantile) is

CDF^(-1)(p| b)=b sqrt(-2ln(1-p))

It is the solution x of CDF(x | b) = p. Domain: probability p in [0,1], scale b > 0. At p = 1 the result is +INF. For p < 0, p > 1, or b <= 0 the result is NAN.

See Also: Probabilities.RayleighPDF, Probabilities.RayleighCDF