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For questions about distributions built-in in Mathematica, and functions that operate on them. Also includes questions about defining your own distributions.
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answers
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Deriving a Rayleigh distribution
When I tried to find this Rayleigh distribution Mathematica couldn't come with an answer:
PDF[TransformedDistribution[
Sqrt[x1^2 + x2^2], {x1 \[Distributed]
NormalDistribution[μ1, σ],
x2 \ …