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rayleigh(scale=1.0, size=None)
Draw samples from a Rayleigh distribution.
The :math:`\chi` and Weibull distributions are generalizations of the
Rayleigh.
Parameters
----------
scale : float or array_like of floats, optional
Scale, also equals the mode. Must be non-negative. Default is 1.
size : int or tuple of ints, optional
Output shape. If the given shape is, e.g., ``(m, n, k)``, then
``m * n * k`` samples are drawn. If size is ``None`` (default),
a single value is returned if ``scale`` is a scalar. Otherwise,
``np.array(scale).size`` samples are drawn.
Returns
-------
out : ndarray or scalar
Drawn samples from the parameterized Rayleigh distribution.
Notes
-----
The probability density function for the Rayleigh distribution is
.. math:: P(x;scale) = \frac{x}{scale^2}e^{\frac{-x^2}{2 \cdotp scale^2}}
The Rayleigh distribution would arise, for example, if the East
and North components of the wind velocity had identical zero-mean
Gaussian distributions. Then the wind speed would have a Rayleigh
distribution.
References
----------
.. [1] Brighton Webs Ltd., "Rayleigh Distribution,"
https://web.archive.org/web/20090514091424/http://brighton-webs.co.uk:80/distributions/rayleigh.asp
.. [2] Wikipedia, "Rayleigh distribution"
https://en.wikipedia.org/wiki/Rayleigh_distribution
Examples
--------
Draw values from the distribution and plot the histogram
>>> from matplotlib.pyplot import hist
>>> rng = np.random.default_rng()
>>> values = hist(rng.rayleigh(3, 100000), bins=200, density=True)
Wave heights tend to follow a Rayleigh distribution. If the mean wave
height is 1 meter, what fraction of waves are likely to be larger than 3
meters?
>>> meanvalue = 1
>>> modevalue = np.sqrt(2 / np.pi) * meanvalue
>>> s = rng.rayleigh(modevalue, 1000000)
The percentage of waves larger than 3 meters is:
>>> 100.*sum(s>3)/1000000.
0.087300000000000003 # random
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