The Rayleigh distribution is the distribution of the magnitude of a two-dimensional random vector whose coordinates are independent and identically distributed with mean zero normal variables. It is named for William Strutt, who is also known as Lord Rayleigh.
Continue ReadingA Rayleigh distribution is often observed when the overall magnitude of a vector is related to its directional components. One way that the Rayleigh distribution naturally arises is when wind velocity is analyzed in its orthogonal two-dimensional vector components. The overall wind speed, which is known as vector magnitude, is characterized by a Rayleigh distribution when each component is uncorrelated and normally distributed with equal variance and zero mean.
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