Random Rayleigh Distribution In NumPy

In this article, we will explore NumPy random rayleigh distribution, and demonstrate how to produce random numbers from this distribution through the numpy module.

Numpy Random Rayleigh Distribution



What is Rayleigh Distribution?

The Rayleigh distribution is a continuous probability distribution used to model the magnitude of the vector sum of independent Gaussian random variables.

The PDF of the Rayleigh distribution is given by:

f(x; σ) = x/σ^2 * e^(-x^2/(2*σ^2))

where x is the random variable, σ is the scale parameter, and e is the base of the natural logarithm.

The mean and variance of the Rayleigh distribution are given by:

mean = σ*sqrt(π/2)
variance = (4-π)/2 * σ^2

Numpy Random Rayleigh Distribution

The numpy random rayleigh function is used to generate random numbers from a Rayleigh distribution.

According to Numpy random Rayleigh, rayleigh distributions are applied to signal analysis.

Syntax

numpy.random.rayleigh(scale=1.0, size=None)

There are two parameters associated with it:

ParametersOverview
scale(standard deviation) determines how smooth the distribution will be (by default, 1.0).
sizeIndicates the array’s shape.

Take a random sample of 4.5 with a size of 1 by 5 for rayleigh distribution:

Example: 

from numpy import random mrx = random.rayleigh(scale=4.5, size=(1, 5)) print(mrx)

Create a sample for the rayleigh distribution with scale one and size two and one:

Example: 

from numpy import random mrx = random.rayleigh(scale=1, size=(2, 1)) print(mrx)

Visualization

Represent Rayleigh Distribution as follows:

Example: 

from numpy import random import matplotlib.pyplot as pt import seaborn as sbn sbn.distplot(random.rayleigh(size=100), hist=False) pt.show()

Display Rayleigh Distribution also with histogram:

Example: 

from numpy import random import matplotlib.pyplot as pt import seaborn as sbn sbn.distplot(random.rayleigh(size=3000), hist=True) pt.show()

Similarity Between Rayleigh and Chi Square Distribution

It should be noted that rayleigh and chi square distributions are equivalent when the standard deviation is equal to one and 2 degrees of freedom.

Numpy random rayleigh is useful in many cases, Some of them are included below:

Wireless Communications

The Rayleigh distribution is used in wireless communications to model the magnitude of the received signal.

It can be used to generate random channel gains for simulations.

Engineering

The Rayleigh distribution is used in engineering to model the strength of materials.

It can be used to generate random material strengths for simulations.

Physics

The Rayleigh distribution is used in physics to model the magnitude of the displacement of a particle from its equilibrium position due to random forces.

Numpy random rayleigh can be used to generate random displacements for simulations.

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