Rayleigh Distribution - Parameter Estimation

Parameter Estimation

Given N independent and identically distributed Rayleigh random variables with parameter, the maximum likelihood estimate of is

An application of the estimation of can be found in magnetic resonance imaging (MRI). As MRI images are recorded as complex images but most often viewed as magnitude images, the background data is Rayleigh distributed. Hence, the above formula can be used to estimate the noise variance in an MRI image from background data.

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