Function File: y = raylpdf (x, sigma)

Compute the probability density function of the Rayleigh distribution.

Arguments

• x is the support. The elements of x must be non-negative.
• sigma is the parameter of the Rayleigh distribution. The elements of sigma must be positive.

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

Return values

• y is the probability density of the Rayleigh distribution at each element of x and corresponding parameter sigma.

Examples

          x = 0:0.5:2.5;
          sigma = 1:6;
          y = raylpdf (x, sigma)
          
          y = raylpdf (x, 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.