Exponential Random Variable                                                                                              Print this page
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    Relation between the Rayleigh Distribution and the Gaussian Distribution

        A Rayleigh RV is related to Gaussian RVs as follow: If and are independent, then the envelope has the Rayleigh distribution with the parameter .
        We shall prove this result in a later lecture. This important result also suggests the cases where the Rayleigh RV can be used.

    Application of the Rayleigh RV

  • Modelling the root mean square error-
  • Modelling the envelope of a signal with two orthogonal components as in the case of a signal of the following form:

               
   
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