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Rayleigh Distribution Calculator

Evaluate Rayleigh distribution pdf, cdf, quantiles, probabilities, and summary measures from a scale parameter.

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What This Rayleigh Distribution Calculator Does

This calculator evaluates common Rayleigh distribution functions from a scale parameter $\sigma$. You can compute the probability density function, cumulative distribution function, quantiles, interval probabilities, and summary measures such as mean and variance.

Core Rayleigh Formulas

$$f(x) = \frac{x}{\sigma^2}e^{-x^2/(2\sigma^2)}, \qquad F(x) = 1 - e^{-x^2/(2\sigma^2)}, \qquad x \ge 0$$

$$Q(p) = \sigma \sqrt{-2\ln(1-p)}$$

Common Measures

  • Mean: $\sigma \sqrt{\pi/2}$
  • Median: $\sigma \sqrt{2\ln 2}$
  • Mode: $\sigma$
  • Variance: $\sigma^2(4-\pi)/2$

Where The Rayleigh Distribution Appears

Rayleigh models show up in wind speed analysis, wave-height approximations, signal processing, and physics problems involving magnitudes built from two independent normal components. If you need a related continuous model, explore our Normal Distribution Calculator.

Frequently Asked Questions

What does the scale parameter control?

It stretches or compresses the distribution. Larger $\sigma$ values push the curve rightward and increase the average magnitude.

Can x be negative in a Rayleigh distribution?

No. The Rayleigh distribution is defined only for non-negative values.

How do I find the probability between two values?

Compute $F(b) - F(a)$ for lower bound $a$ and upper bound $b$.

Is Rayleigh related to Weibull?

Yes. Rayleigh is a special case of the Weibull family with fixed shape equal to 2.