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<div class="titlepage"><div><div><h5 class="title">
<a name="math_toolkit.dist.dist_ref.dists.rayleigh"></a><a class="link" href="rayleigh.html" title="Rayleigh Distribution"> Rayleigh
Distribution</a>
</h5></div></div></div>
<p>
</p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">rayleigh</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span></pre>
<p>
</p>
<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span> <span class="special">=</span> <span class="keyword">double</span><span class="special">,</span>
<span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Policies">Policy</a> <span class="special">=</span> <a class="link" href="../../../policy/pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy&lt;&gt;</a> <span class="special">&gt;</span>
<span class="keyword">class</span> <span class="identifier">rayleigh_distribution</span><span class="special">;</span>
<span class="keyword">typedef</span> <span class="identifier">rayleigh_distribution</span><span class="special">&lt;&gt;</span> <span class="identifier">rayleigh</span><span class="special">;</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Policies">Policy</a><span class="special">&gt;</span>
<span class="keyword">class</span> <span class="identifier">rayleigh_distribution</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
<span class="keyword">typedef</span> <span class="identifier">RealType</span> <span class="identifier">value_type</span><span class="special">;</span>
<span class="keyword">typedef</span> <span class="identifier">Policy</span> <span class="identifier">policy_type</span><span class="special">;</span>
<span class="comment">// Construct:
</span> <span class="identifier">rayleigh_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">sigma</span> <span class="special">=</span> <span class="number">1</span><span class="special">)</span>
<span class="comment">// Accessors:
</span> <span class="identifier">RealType</span> <span class="identifier">sigma</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
<span class="special">};</span>
<span class="special">}}</span> <span class="comment">// namespaces
</span></pre>
<p>
The <a href="http://en.wikipedia.org/wiki/Rayleigh_distribution" target="_top">Rayleigh
distribution</a> is a continuous distribution with the <a href="http://en.wikipedia.org/wiki/Probability_density_function" target="_top">probability
density function</a>:
</p>
<p>
f(x; sigma) = x * exp(-x<sup>2</sup>/2 &#963;<sup>2</sup>) / &#963;<sup>2</sup>
</p>
<p>
For sigma parameter &#963; &#8203; &gt; 0, and x &gt; 0.
</p>
<p>
The Rayleigh distribution is often used where two orthogonal components
have an absolute value, for example, wind velocity and direction may
be combined to yield a wind speed, or real and imaginary components may
have absolute values that are Rayleigh distributed.
</p>
<p>
The following graph illustrates how the Probability density Function(pdf)
varies with the shape parameter &#963;:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../../graphs/rayleigh_pdf.png" align="middle"></span>
</p>
<p>
and the Cumulative Distribution Function (cdf)
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../../graphs/rayleigh_cdf.png" align="middle"></span>
</p>
<a name="math_toolkit.dist.dist_ref.dists.rayleigh.related_distributions"></a><h5>
<a name="id1056490"></a>
<a class="link" href="rayleigh.html#math_toolkit.dist.dist_ref.dists.rayleigh.related_distributions">Related
distributions</a>
</h5>
<p>
The absolute value of two independent normal distributions X and Y, &#8730; (X<sup>2</sup> +
Y<sup>2</sup>) is a Rayleigh distribution.
</p>
<p>
The <a href="http://en.wikipedia.org/wiki/Chi_distribution" target="_top">Chi</a>,
<a href="http://en.wikipedia.org/wiki/Rice_distribution" target="_top">Rice</a>
and <a href="http://en.wikipedia.org/wiki/Weibull_distribution" target="_top">Weibull</a>
distributions are generalizations of the <a href="http://en.wikipedia.org/wiki/Rayleigh_distribution" target="_top">Rayleigh
distribution</a>.
</p>
<a name="math_toolkit.dist.dist_ref.dists.rayleigh.member_functions"></a><h5>
<a name="id1056541"></a>
<a class="link" href="rayleigh.html#math_toolkit.dist.dist_ref.dists.rayleigh.member_functions">Member
Functions</a>
</h5>
<pre class="programlisting"><span class="identifier">rayleigh_distribution</span><span class="special">(</span><span class="identifier">RealType</span> <span class="identifier">sigma</span> <span class="special">=</span> <span class="number">1</span><span class="special">);</span>
</pre>
<p>
Constructs a <a href="http://en.wikipedia.org/wiki/Rayleigh_distribution" target="_top">Rayleigh
distribution</a> with &#963; <span class="emphasis"><em>sigma</em></span>.
</p>
<p>
Requires that the &#963; parameter is greater than zero, otherwise calls <a class="link" href="../../../main_overview/error_handling.html#domain_error">domain_error</a>.
</p>
<pre class="programlisting"><span class="identifier">RealType</span> <span class="identifier">sigma</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
</pre>
<p>
Returns the <span class="emphasis"><em>sigma</em></span> parameter of this distribution.
</p>
<a name="math_toolkit.dist.dist_ref.dists.rayleigh.non_member_accessors"></a><h5>
<a name="id1056644"></a>
<a class="link" href="rayleigh.html#math_toolkit.dist.dist_ref.dists.rayleigh.non_member_accessors">Non-member
Accessors</a>
</h5>
<p>
All the <a class="link" href="../nmp.html" title="Non-Member Properties">usual non-member
accessor functions</a> that are generic to all distributions are supported:
<a class="link" href="../nmp.html#math.dist.cdf">Cumulative Distribution Function</a>,
<a class="link" href="../nmp.html#math.dist.pdf">Probability Density Function</a>, <a class="link" href="../nmp.html#math.dist.quantile">Quantile</a>, <a class="link" href="../nmp.html#math.dist.hazard">Hazard
Function</a>, <a class="link" href="../nmp.html#math.dist.chf">Cumulative Hazard Function</a>,
<a class="link" href="../nmp.html#math.dist.mean">mean</a>, <a class="link" href="../nmp.html#math.dist.median">median</a>,
<a class="link" href="../nmp.html#math.dist.mode">mode</a>, <a class="link" href="../nmp.html#math.dist.variance">variance</a>,
<a class="link" href="../nmp.html#math.dist.sd">standard deviation</a>, <a class="link" href="../nmp.html#math.dist.skewness">skewness</a>,
<a class="link" href="../nmp.html#math.dist.kurtosis">kurtosis</a>, <a class="link" href="../nmp.html#math.dist.kurtosis_excess">kurtosis_excess</a>,
<a class="link" href="../nmp.html#math.dist.range">range</a> and <a class="link" href="../nmp.html#math.dist.support">support</a>.
</p>
<p>
The domain of the random variable is [0, max_value].
</p>
<a name="math_toolkit.dist.dist_ref.dists.rayleigh.accuracy"></a><h5>
<a name="id1056744"></a>
<a class="link" href="rayleigh.html#math_toolkit.dist.dist_ref.dists.rayleigh.accuracy">Accuracy</a>
</h5>
<p>
The Rayleigh distribution is implemented in terms of the standard library
<code class="computeroutput"><span class="identifier">sqrt</span></code> and <code class="computeroutput"><span class="identifier">exp</span></code> and as such should have very low
error rates. Some constants such as skewness and kurtosis were calculated
using NTL RR type with 150-bit accuracy, about 50 decimal digits.
</p>
<a name="math_toolkit.dist.dist_ref.dists.rayleigh.implementation"></a><h5>
<a name="id1056778"></a>
<a class="link" href="rayleigh.html#math_toolkit.dist.dist_ref.dists.rayleigh.implementation">Implementation</a>
</h5>
<p>
In the following table &#963; &#8203; is the sigma parameter of the distribution, <span class="emphasis"><em>x</em></span>
is the random variate, <span class="emphasis"><em>p</em></span> is the probability and
<span class="emphasis"><em>q = 1-p</em></span>.
</p>
<div class="informaltable"><table class="table">
<colgroup>
<col>
<col>
</colgroup>
<thead><tr>
<th>
<p>
Function
</p>
</th>
<th>
<p>
Implementation Notes
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
pdf
</p>
</td>
<td>
<p>
Using the relation: pdf = x * exp(-x<sup>2</sup>)/2 &#963;<sup>2</sup>
</p>
</td>
</tr>
<tr>
<td>
<p>
cdf
</p>
</td>
<td>
<p>
Using the relation: p = 1 - exp(-x<sup>2</sup>/2) &#963;<sup>2</sup> &#8203; = -<a class="link" href="../../../special/powers/expm1.html" title="expm1">expm1</a>(-x<sup>2</sup>/2)
&#963;<sup>2</sup>
</p>
</td>
</tr>
<tr>
<td>
<p>
cdf complement
</p>
</td>
<td>
<p>
Using the relation: q = exp(-x<sup>2</sup>/ 2) * &#963;<sup>2</sup>
</p>
</td>
</tr>
<tr>
<td>
<p>
quantile
</p>
</td>
<td>
<p>
Using the relation: x = sqrt(-2 * &#963; <sup>2</sup>) * log(1 - p)) = sqrt(-2
* &#963; <sup>2</sup>) * <a class="link" href="../../../special/powers/log1p.html" title="log1p">log1p</a>(-p))
</p>
</td>
</tr>
<tr>
<td>
<p>
quantile from the complement
</p>
</td>
<td>
<p>
Using the relation: x = sqrt(-2 * &#963; <sup>2</sup>) * log(q))
</p>
</td>
</tr>
<tr>
<td>
<p>
mean
</p>
</td>
<td>
<p>
&#963; * sqrt(&#960;/2)
</p>
</td>
</tr>
<tr>
<td>
<p>
variance
</p>
</td>
<td>
<p>
&#963;<sup>2</sup> * (4 - &#960;/2)
</p>
</td>
</tr>
<tr>
<td>
<p>
mode
</p>
</td>
<td>
<p>
&#963;
</p>
</td>
</tr>
<tr>
<td>
<p>
skewness
</p>
</td>
<td>
<p>
Constant from <a href="http://mathworld.wolfram.com/RayleighDistribution.html" target="_top">Weisstein,
Eric W. "Weibull Distribution." From MathWorld--A
Wolfram Web Resource.</a>
</p>
</td>
</tr>
<tr>
<td>
<p>
kurtosis
</p>
</td>
<td>
<p>
Constant from <a href="http://mathworld.wolfram.com/RayleighDistribution.html" target="_top">Weisstein,
Eric W. "Weibull Distribution." From MathWorld--A
Wolfram Web Resource.</a>
</p>
</td>
</tr>
<tr>
<td>
<p>
kurtosis excess
</p>
</td>
<td>
<p>
Constant from <a href="http://mathworld.wolfram.com/RayleighDistribution.html" target="_top">Weisstein,
Eric W. "Weibull Distribution." From MathWorld--A
Wolfram Web Resource.</a>
</p>
</td>
</tr>
</tbody>
</table></div>
<a name="math_toolkit.dist.dist_ref.dists.rayleigh.references"></a><h5>
<a name="id1057114"></a>
<a class="link" href="rayleigh.html#math_toolkit.dist.dist_ref.dists.rayleigh.references">References</a>
</h5>
<div class="itemizedlist"><ul type="disc">
<li>
<a href="http://en.wikipedia.org/wiki/Rayleigh_distribution" target="_top">http://en.wikipedia.org/wiki/Rayleigh_distribution</a>
</li>
<li>
<a href="http://mathworld.wolfram.com/RayleighDistribution.html" target="_top">Weisstein,
Eric W. "Rayleigh Distribution." From MathWorld--A Wolfram
Web Resource.</a>
</li>
</ul></div>
</div>
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<td align="right"><div class="copyright-footer">Copyright &#169; 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan R&#229;de, Gautam Sewani and
Thijs van den Berg<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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