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numpy.random.rayleigh

numpy.random.rayleigh(scale=1.0,size=None)

Draw samples from a Rayleigh distribution.

The\chi and Weibull distributions are generalizations of theRayleigh.

Parameters:

scale : float or array_like of floats, optional

Scale, also equals the mode. Should be >= 0. Default is 1.

size : int or tuple of ints, optional

Output shape. If the given shape is, e.g.,(m,n,k), thenm*n*k samples are drawn. If size isNone (default),a single value is returned ifscale is a scalar. Otherwise,np.array(scale).size samples are drawn.

Returns:

out : ndarray or scalar

Drawn samples from the parameterized Rayleigh distribution.

Notes

The probability density function for the Rayleigh distribution is

P(x;scale) = \frac{x}{scale^2}e^{\frac{-x^2}{2 \cdotp scale^2}}

The Rayleigh distribution would arise, for example, if the Eastand North components of the wind velocity had identical zero-meanGaussian distributions. Then the wind speed would have a Rayleighdistribution.

References

[R264]Brighton Webs Ltd., “Rayleigh Distribution,”http://www.brighton-webs.co.uk/distributions/rayleigh.asp
[R265]Wikipedia, “Rayleigh distribution”http://en.wikipedia.org/wiki/Rayleigh_distribution

Examples

Draw values from the distribution and plot the histogram

>>>values=hist(np.random.rayleigh(3,100000),bins=200,normed=True)

Wave heights tend to follow a Rayleigh distribution. If the mean waveheight is 1 meter, what fraction of waves are likely to be larger than 3meters?

>>>meanvalue=1>>>modevalue=np.sqrt(2/np.pi)*meanvalue>>>s=np.random.rayleigh(modevalue,1000000)

The percentage of waves larger than 3 meters is:

>>>100.*sum(s>3)/1000000.0.087300000000000003

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