Probability density function | |||
Cumulative distribution function | |||
Parameters |
, distance between the reference point and the center of the bivariate distribution, , scale | ||
---|---|---|---|
Support | |||
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).