When I trytried to exploitfind this Rayleigh distribution Mathematica couldn't come with an answer.:
PDF[TransformedDistribution[
Sqrt[x1^2 + x2^2], {x1 \[Distributed]
NormalDistribution[μ1, σ],
x2 \[Distributed] NormalDistribution[μ2, σ]},
Assumptions -> μ1 == μ2 == 0], r]
I Wanna Drivewant to derive the Distribution of Rayleigh distribution in parametric form. Mathematica could Solvesolve this for N~[0,1] and the answer is Rayleigh[1], but for N~[0,k] it has no Answer!!!answer.