udrayleigh: UNU.RAN object for Rayleigh distribution
In Runuran: R Interface to the 'UNU.RAN' Random Variate Generators

udrayleigh

R Documentation

UNU.RAN object for Rayleigh distribution

Description

Create UNU.RAN object for a Rayleigh distribution with scale parameter scale.

[Distribution] – Rayleigh.

Usage

udrayleigh(scale=1, lb=0, ub=Inf)

Arguments

`scale`	(strictly positive) scale parameter.
`lb`	lower bound of (truncated) distribution.
`ub`	upper bound of (truncated) distribution.

Details

The Rayleigh distribution with scale parameter scale = s has density

f(x) = 1/s^2 * x * exp(-1/2*(x/s)^2)

for x ≥ 0 and s > 0.

The domain of the distribution can be truncated to the interval (lb,ub).

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 18, p. 456.

Examples

## Create distribution object for standard Rayleigh distribution
distr <- udrayleigh()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)

Runuran documentation built on Jan. 17, 2023, 5:17 p.m.