레일리확률변수,Rayleigh_RV (rev. 1.1)
Rayleigh Random Variable
$\displaystyle S_X=[0,\infty)$
$\displaystyle f_X(x)=\frac{x}{\alpha^2}e^{-x^2/2\alpha^2}$
$\displaystyle V[X]=\left(2-\frac{\pi}{2}\right)\alpha^2$
$\displaystyle f_X(x)=\frac{x}{\alpha^2}e^{-x^2/2\alpha^2}$
$\displaystyle x\ge0,\,\alpha>0$
$\displaystyle E[X]=\sqrt{\frac{\pi}{2}}\alpha$$\displaystyle V[X]=\left(2-\frac{\pi}{2}\right)\alpha^2$