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.

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The Rayleigh Distribution

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The Landau Distribution