Computation of Rayleigh Densities of Arbitrary Dimension
Description
We offer an implementation of the series representation put
forth in "A series representation for multidimensional
Rayleigh distributions" by Wiegand and Nadarajah . Furthermore we have implemented an
integration approach proposed by Beaulieu et al. for 3 and
4-dimensional Rayleigh densities (Beaulieu, Zhang, "New
simplest exact forms for the 3D and 4D multivariate Rayleigh
PDFs with applications to antenna array geometrics", ).