Summary
Rayleigh distribution point percent function (PPF).
Unit
Probabilities
Declaration
Function RayleighCDFInv(p, b: TSample): TSample;
Result
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.
Categories
Continuous probabilities
Declaration
Procedure RayleighCDFInv(P: TDenseMtxVec; b: TSample; Res: TDenseMtxVec);
Description
Calculates the inverse Rayleigh CDF for probability vector P using the parameter b. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.
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