Rice distribution

In the 2D plane, pick a fixed point at distance ν from the origin. Generate a distribution of 2D points centered around that point, where the x and y coordinates are chosen independently from a Gaussian distribution with standard deviation σ (blue region). If R is the distance from these points to the origin, then R has a Rice distribution.
Probability density function
Rice probability density functions σ = 1.0
Cumulative distribution function
Rice cumulative distribution functions σ = 1.0
Parameters , distance between the reference point and the center of the bivariate distribution,
, scale
Support
PDF
CDF

where Q1 is the Marcum Q-function
Mean
Variance
Skewness (complicated)
Excess kurtosis (complicated)

In probability theory, the Rice distribution or Rician distribution (or, less commonly, Ricean distribution) is the probability distribution of the magnitude of a circularly-symmetric bivariate normal random variable, possibly with non-zero mean (noncentral). It was named after Stephen O. Rice (1907–1986).


© MMXXIII Rich X Search. We shall prevail. All rights reserved. Rich X Search