18.9 The Rayleigh Tail Distribution

Random: double gsl_ran_rayleigh_tail (const gsl_rng * r, double a double 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.

Function: double gsl_ran_rayleigh_tail_pdf (double x, double a, double 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.