TRngStream.RandomRayleigh Method

Summary

Generates an array of samples distributed by Rayleigh distribution.

Declaration

Procedure RandomRayleigh(Dst: TMtxVec; a, beta: TSample);

Description

Returns random numbers distributed according to the Rayleigh probability density function (PDF) similar to as defined here 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