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