Function File: x = raylinv (p, sigma)

Compute the quantile of the Rayleigh distribution. The quantile is the inverse of the cumulative distribution function.

Arguments

• p is the cumulative distribution. The elements of p must be probabilities.
• sigma is the parameter of the Rayleigh distribution. The elements of sigma must be positive.

p and sigma must be of common size or one of them must be scalar.

Return values

• x is the quantile of the Rayleigh distribution at each element of p and corresponding parameter sigma.

Examples

          p = 0:0.1:0.5;
          sigma = 1:6;
          x = raylinv (p, sigma)
          
          x = raylinv (p, 0.5)

References

1. Wendy L. Martinez and Angel R. Martinez. Computational Statistics Handbook with MATLAB. Appendix E, pages 547-557, Chapman & Hall/CRC, 2001.
2. Athanasios Papoulis. Probability, Random Variables, and Stochastic Processes. pages 104 and 148, McGraw-Hill, New York, second edition, 1984.