Date: Mar 11, 2013 3:33 AM
Author: Torsten
Subject: Re: Variance of rayleigh random variable.

"Bai " <> wrote in message <khhk49$npp$>...
> 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:

Best wishes