TwoDimDistanceDistribution

Model the radial distance generated by two independent one-dimensional draws.


Declaration

classdef TwoDimDistanceDistribution < Distribution

Overview

TwoDimDistanceDistribution constructs the distribution of \(r = \sqrt{x^{2} + y^{2}}\) when \(x\) and \(y\) are independent draws from the same one-dimensional distribution. The radial density and CDF are built numerically from the supplied 1D CDF, so the class is useful for turning a symmetric coordinate model into a radial-distance law. When the input distribution is Gaussian, the resulting radial law is the Rayleigh distribution.

distribution = TwoDimDistanceDistribution(distribution1d=NormalDistribution(sigma=1.0));
samples = distribution.rand([1000 1]);

Topics