draw.rayleigh {UnivRNG}

Generates variates from Rayleigh distribution

Description

This function implements pseudo-random number generation for a Rayleigh distribution with pdf

f(x|\sigma)=\frac{x}{\sigma^2}e^{-x^2/2\sigma^2}

for x \geq 0 and \sigma > 0 where \sigma is the scale parameter.

Usage

draw.rayleigh(nrep,sigma)

Arguments

nrep

Number of data points to generate.

sigma

Scale parameter of the desired Rayleigh distribution.

Value

A list of length five containing generated data, the theoretical mean, the empirical mean, the theoretical variance, and the empirical variance with names y, theo.mean, emp.mean, theo.var, and emp.var, respectively.

Examples

draw.rayleigh(nrep=100000,sigma=0.5)

draw.rayleigh(nrep=100000,sigma=3)