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Probabilities.RayleighCDFInv Function

Rayleigh distribution point percent function (PPF).

Pascal
function RayleighCDFInv(p: double; b: double): double; overload;
Parameters 
Description 
Probability, real positive value on closed interval [0,1]. 
Distribution parameter, positive real value. 

the Rayleigh distribution point percent function (PPF) for probabilty p using the parameter b. Parameter b must be positive and probabilty p must lie on the interval [0,1], otherwise the result is NAN.

The inverse Rayleigh cumulative distribution function is defined by the following equation: 

 

The result of RayleighCDFInv is the solution of the integral equation of the RayleighCDF with parameter b and with the desired probability p.

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