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wraylpdf

PURPOSE ^

Rayleigh probability density function

SYNOPSIS ^

f = wraylpdf(x,b);

DESCRIPTION ^

 WRAYLPDF Rayleigh probability density function
 
  CALL:  f = wraylpdf(x,b);
 
         f = density function evaluated at x
         b = parameter
  
  The Rayleigh distribution is defined by its cdf
 
   F(x;b) = 1 - exp(-x^2/(2b^2)), x>=0, b>0
 
  Example: 
    x = linspace(0,4,200);
    p1 = wraylpdf(x,1); p2 = wraylpdf(x,0.5);
    plot(x,p1,x,p2)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function f = wraylpdf(x,b);
002 %WRAYLPDF Rayleigh probability density function
003 %
004 % CALL:  f = wraylpdf(x,b);
005 %
006 %        f = density function evaluated at x
007 %        b = parameter
008 % 
009 % The Rayleigh distribution is defined by its cdf
010 %
011 %  F(x;b) = 1 - exp(-x^2/(2b^2)), x>=0, b>0
012 %
013 % Example: 
014 %   x = linspace(0,4,200);
015 %   p1 = wraylpdf(x,1); p2 = wraylpdf(x,0.5);
016 %   plot(x,p1,x,p2)
017 
018 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability
019 % and Life Span Models", p. 181 ff, Marcel Dekker.
020 
021 
022 % Tested on; Matlab 5.3
023 % History: 
024 % revised pab 24.10.2000
025 %  - added comnsize, nargchk
026 % added ms 15.06.2000
027 
028 
029 error(nargchk(2,2,nargin))
030 [errorcode, x, b] = comnsize (x,b);
031 if (errorcode > 0)
032   error ('x and b must be of common size or scalar');
033 end
034 
035 f=zeros(size(x));
036 
037 k = find ((x>=0)&(b>0));
038 if any (k)  
039   f(k)=x(k).*exp(-x(k).^2./(2*b(k).^2))./b(k).^2;
040 end
041 
042 k1 = find (b<=0);
043 if any (k1)
044   tmp=NaN;
045   f(k1) = tmp(ones(size(k1)));
046 end
047 
048

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

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