Date: Mar 11, 2013 3:33 AM
Subject: Re: Variance of rayleigh random variable.
"Bai " <firstname.lastname@example.org> wrote in message <email@example.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 ?
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