UnivRNG (version 1.2.3)

draw.rayleigh: 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

# NOT RUN {
draw.rayleigh(nrep=100000,sigma=0.5)

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