RANDRAYLEIGHTAIL

RANDRAYLEIGHTAIL

Synopsis

RANDRAYLEIGHTAIL(a,sigma)

Description

RANDRAYLEIGHTAIL returns a random variate from the tail of the Rayleigh distribution with scale parameter sigma and a lower limit of a. The distribution is,

p(x) dx = {x over sigma^2} exp ((a^2 - x^2) /(2 sigma^2)) dx,

for x > a.

Examples

RANDRAYLEIGHTAIL(0.3,1).

See also

RAND, RANDRAYLEIGH.