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Topic: Variance of rayleigh random variable.
Replies: 1   Last Post: Mar 11, 2013 3:33 AM

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Torsten

Posts: 1,439
Registered: 11/8/10
Re: Variance of rayleigh random variable.
Posted: Mar 11, 2013 3:33 AM
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"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 (2-pi/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.



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