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Torsten
Posts:
1,696
Registered:
11/8/10


Re: Variance of rayleigh random variable.
Posted:
Mar 11, 2013 3:33 AM


"Bai " <woshiwubai@yahoo.com.sg> wrote in message <khhk49$npp$1@newscl01ah.mathworks.com>... > Hi, may I know how does the variance affects the rayleigh random variable (generated using 2 independent gaussian random variable)? Possible to give an example to illustrate?
If sigma^2 is the variance of the two gaussians X and Y, then (2pi/2)*sigma^2 is the variance of R=sqrt(X^2+Y^2). Is it that what you wanted to know ? For more information: http://en.wikipedia.org/wiki/Rayleigh_distribution
Best wishes Torsten.



