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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

rayleigh_pdf(x, sigma)
%rayleigh_pdf.m - evaluates a Rayleigh Probability Density.
%   See "Digital Coomumications", Proakis, 3rd. Ed., 1995, McGraw-Hill, p.45.
%  Created by Jim Huntley,  05/29/02

function [pdf] = rayleigh_pdf(x, sigma)

sigmasq = sigma * sigma;
pdf = x * exp(-(x*x)/(2*sigmasq)) / sigmasq;


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