Rayleigh Distribution - Related Distributions

Related Distributions

• is Rayleigh distributed if, where and are independent normal random variables. (This gives motivation to the use of the symbol "sigma" in the above parameterization of the Rayleigh density.)

• If, then has a chi-squared distribution with parameter, degrees of freedom, equal to two (N=2) :

• If, then has a gamma distribution with parameters and : .

• The Chi distribution with v=2 is equivalent to Rayleigh Distribution with sigma=1
• The Rice distribution is a generalization of the Rayleigh distribution.

• The Weibull distribution is a generalization of the Rayleigh distribution. In this instance, parameter is related to the Weibull scale parameter : .
• The Maxwell–Boltzmann distribution describes the magnitude of a normal vector in three dimensions.
• If has an exponential distribution, then .