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MtxVec VCL
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TRngStream.RandomRayleigh Method
TRngStream Class | TRngStream Members | RndGenerators Namespace | public
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Generates an array of samples distributed by Rayleigh distribution.

Pascal
procedure RandomRayleigh(const Dst: TMtxVec; const a: double; const beta: double);
Description

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: 

 

2*(x-a) sqr(x-a) f(x) = -------- exp( ------------ ) , x >= a sqr(b) sqr(beta) f(x) = 0, x < a
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