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