raylinv

Rayleigh inverse cumulative distribution function

Syntax

x = raylinv(p,b)

Description

x = raylinv(p,b) returns the inverse cumulative distribution function (icdf) of the Rayleigh distribution with the scale parameter b, evaluated at the probability values in p.

Examples

Inverse cdf of Rayleigh Distribution

Compute the inverse cdf (icdf) values evaluated at the probability values in p for the Rayleigh distribution with the scale parameter b.

p = 0.005:0.01:0.995;
b = 2;
x = raylinv(p,b);

Plot the icdf.

plot(p,x)
grid on
xlabel("p");
ylabel("x");

Input Arguments

p — Probability values at which to evaluate icdf

scalar value in the range [0,1] | array of scalar values in the range [0,1]

Probability values at which to evaluate the icdf, specified as a scalar value or an array of scalar values in the range [0,1].

To evaluate the icdf at multiple values, specify p as an array. To evaluate the icdfs of multiple distributions, specify b as an array. If both p and b are arrays, they must have the same size. If either p or b is a scalar, raylinv expands the scalar input argument into a constant array of the same size as the other input argument. Each element in x is the icdf value of the distribution specified by the corresponding element in b, evaluated at the corresponding element in p.

Data Types: single | double

b — Scale parameter

1 (default) | positive scalar value | array of positive scalar values

Scale parameter, specified as a positive scalar value or an array of positive scalar values.

To evaluate the icdf at multiple values, specify p as an array. To evaluate the icdfs of multiple distributions, specify b as an array. If both p and b are arrays, they must have the same size. If either p or b is a scalar, raylinv expands the scalar input argument into a constant array of the same size as the other input argument. Each element in x is the icdf value of the distribution specified by the corresponding element in b, evaluated at the corresponding element in p.

Data Types: single | double

Output Arguments

x — Inverse cdf values

scalar value | array of scalar values

Inverse cdf values evaluated at the probabilities in p, returned as a scalar value or an array of scalar values. x is the same size as p and b after any necessary scalar expansion. Each element in x is the icdf value of the distribution specified by the corresponding element in b, evaluated at the corresponding element in p.

Alternative Functionality

• raylinv is a function specific to the Rayleigh distribution. Statistics and Machine Learning Toolbox™ also offers the generic function icdf, which supports various probability distributions. To use icdf, create a RayleighDistribution probability distribution object and pass the object as an input argument or specify the probability distribution name and its parameters. Note that the distribution-specific function raylinv is faster than the generic function icdf.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Version History

Introduced before R2006a