"Bai " <woshiwubai@yahoo.com.sg> wrote in message <khhk49$npp$1@newscl01ah.mathworks.com>...
> Hi, may I know how does the variance affects the rayleigh random variable (generated using 2 independent gaussian random variable)? Possible to give an example to illustrate?
If sigma^2 is the variance of the two gaussians X and Y,
then (2-pi/2)*sigma^2 is the variance of R=sqrt(X^2+Y^2).
Is it that what you wanted to know ?
For more information:
http://en.wikipedia.org/wiki/Rayleigh_distribution
Best wishes
Torsten.![]()
> Hi, may I know how does the variance affects the rayleigh random variable (generated using 2 independent gaussian random variable)? Possible to give an example to illustrate?
If sigma^2 is the variance of the two gaussians X and Y,
then (2-pi/2)*sigma^2 is the variance of R=sqrt(X^2+Y^2).
Is it that what you wanted to know ?
For more information:
http://en.wikipedia.org/wiki/Rayleigh_distribution
Best wishes
Torsten.
