udrayleigh | R Documentation |
Create UNU.RAN object for a Rayleigh distribution with
scale parameter scale
.
[Distribution] – Rayleigh.
udrayleigh(scale=1, lb=0, ub=Inf)
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The Rayleigh distribution with scale parameter scale
=\sigma
has density
f(x) = \frac{1}{sigma^2} x \exp( -\frac{1}{2}(\frac{x}{sigma})^2 )
for x \ge 0
and \sigma > 0
.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
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.
unuran.cont
.
## 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)
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