With sigma = 2, the average value is 2.5066, the median is 2.3548, and the peak density (mode) is exactly 2.
The standard deviation is 1.3103. About 63.2% of values fall at or below the mean, reflecting the right-skewed shape.
At x = 2: the density is 0.303265 and the cumulative probability is 39.35%, meaning 39.35% of outcomes fall at or below this value.
The Rayleigh distribution arises naturally when a two-dimensional vector has independent, identically distributed normal components: its magnitude follows a Rayleigh distribution.
Next stepAdjust sigma to see how the distribution stretches. Larger sigma increases both the mean and spread proportionally.