TRngStream::RandomRayleigh Method

void RandomRayleigh(TMtxVec *Dst, const double a, const double beta);

Generates an array of samples distributed by Rayleigh distribution.

#NameTypeDescription
1DstTMtxVec *
2aconst double
3betaconst double
Remarks:

Returns random numbers distributed according to the Rayleigh probability density function (PDF) similar to as defined here Probabilities::RayleighPDF. The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property. The Rayleigh distribution is a special case of the Weibull distribution where the alfa parameter is equal to 2. The probability density function is defined as:

f(x) = (2 (x-a))/beta^2 exp(-((x-a)^2)/beta^2), x >= a f(x) = 0, x < a

Declared in Dew::Math::TRngStream · Dew.Math/RndGenerators.h · Cross-compiler