Properties
The raw moments are given by:
where is the Gamma function.
The mean and variance of a Rayleigh random variable may be expressed as:
and
The mode is and the maximum pdf is
The skewness is given by:
The excess kurtosis is given by:
The characteristic function is given by:
where is the imaginary error function. The moment generating function is given by
where is the error function.
Read more about this topic: Rayleigh Distribution
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—John Locke (1632–1704)
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