Rayleigh Distribution

Rayleigh distribution is used in signal processing.

It has two parameters:

scale - (standard deviation) decides how flat the distribution will be default 1.0).

size - The shape of the returned array.

Draw out a sample for rayleigh distribution with scale of 2 with size 2x3:

from numpy import random

x = random.rayleigh(scale=2, size=(2, 3))

print(x)

Visualization of Rayleigh Distribution

from numpy import random
import matplotlib.pyplot as plt
import seaborn as sns

sns.distplot(random.rayleigh(size=1000), hist=False)

plt.show()

At unit stddev and 2 degrees of freedom rayleigh and chi square represent the same distributions.