raylinv
Inverse of the Rayleigh cumulative distribution function (iCDF).
For each element of p, compute the quantile (the inverse of the CDF) of the Rayleigh distribution with scale parameter sigma. The size of x is the common size of p and sigma. A scalar input functions as a constant matrix of the same size as the other inputs.
Further information about the Rayleigh distribution can be found at https://en.wikipedia.org/wiki/Rayleigh_distribution
See also: raylcdf, raylpdf, raylrnd, raylfit, rayllike, raylstat
Source Code: raylinv
## Plot various iCDFs from the Rayleigh distribution p = 0.001:0.001:0.999; x1 = raylinv (p, 0.5); x2 = raylinv (p, 1); x3 = raylinv (p, 2); x4 = raylinv (p, 3); x5 = raylinv (p, 4); plot (p, x1, "-b", p, x2, "g", p, x3, "-r", p, x4, "-m", p, x5, "-k") grid on ylim ([0, 10]) legend ({"σ = 0,5", "σ = 1", "σ = 2", ... "σ = 3", "σ = 4"}, "location", "northwest") title ("Rayleigh iCDF") xlabel ("probability") ylabel ("values in x") |