README.md

Cumulative Distribution Function

Rayleigh distribution cumulative distribution function.

The cumulative distribution function for a Rayleigh random variable is

$$F(x;\sigma) = \begin{cases} 0 & \text{ for } x < 0 \\ 1 - e^{-x^2/2\sigma^2} & \text{ for } x \ge 0 \end{cases}$$

where sigma > 0 is the scale parameter.

Usage

var cdf = require( '@stdlib/stats/base/dists/rayleigh/cdf' );

cdf( x, sigma )

Evaluates the cumulative distribution function for a Rayleigh distribution with scale parameter sigma.

var y = cdf( 2.0, 3.0 );
// returns ~0.199

y = cdf( 1.0, 2.0 );
// returns ~0.118

y = cdf( -1.0, 4.0 );
// returns 0.0

If provided NaN as any argument, the function returns NaN.

var y = cdf( NaN, 1.0 );
// returns NaN

y = cdf( 0.0, NaN );
// returns NaN

If provided sigma < 0, the function returns NaN.

var y = cdf( 2.0, -1.0 );
// returns NaN

If provided sigma = 0, the function evaluates the CDF of a degenerate distribution centered at 0.

var y = cdf( -2.0, 0.0 );
// returns 0.0

y = cdf( 0.0, 0.0 );
// returns 1.0

y = cdf( 2.0, 0.0 );
// returns 1.0

cdf.factory( sigma )

Returns a function for evaluating the cumulative distribution function of a Rayleigh distribution with parameter sigma (scale parameter).

var myCDF = cdf.factory( 0.5 );
var y = myCDF( 1.0 );
// returns ~0.865

y = myCDF( 0.5 );
// returns ~0.393

Examples

var randu = require( '@stdlib/random/base/randu' );
var cdf = require( '@stdlib/stats/base/dists/rayleigh/cdf' );

var sigma;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 10.0;
    sigma = randu() * 10.0;
    y = cdf( x, sigma );
    console.log( 'x: %d, σ: %d, F(x;σ): %d', x.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) );
}

---

C APIs

Usage

#include "stdlib/stats/base/dists/rayleigh/cdf.h"

stdlib_base_dists_rayleigh_cdf( x, sigma )

Evaluates the cumulative distribution function (CDF) for a Rayleigh distribution.

double out = stdlib_base_dists_rayleigh_cdf( 2.0, 3.0 );
// returns ~0.199

The function accepts the following arguments:

• x: [in] double input value.
• sigma: [in] double scale parameter.

double stdlib_base_dists_rayleigh_cdf( const double x, const double sigma );

Examples

#include "stdlib/stats/base/dists/rayleigh/cdf.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
    double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
    return min + ( v*(max-min) );
}

int main( void ) {
    double x;
    double sigma;
    double y;
    int i;

    for ( i = 0; i < 25; i++ ) {
        x = random_uniform( 0.0, 10.0 );
        sigma = random_uniform( 0.0, 10.0 );
        y = stdlib_base_dists_rayleigh_cdf( x, sigma );
        printf( "x: %lf, σ: %lf, F(x;σ): %lf\n", x, sigma, y );
    }
}