The Rayleigh Tail Distribution¶

gsl_ran_rayleigh_tail(a, sigma)

This function 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 $$x > a$$.

gsl_ran_rayleigh_tail_pdf(x, a, sigma)

This function computes the probability density $$p(x)$$ at $$x$$ for a Rayleigh tail distribution with scale parameter sigma and lower limit a, using the formula given above.