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jax.random.rayleigh

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jax.random.rayleigh#

jax.random.rayleigh(key, scale, shape=None, dtype=<class 'float'>)[source]#

Sample Rayleigh random values with given shape and float dtype.

The values are returned according to the probability density function:

\[f(x;\sigma) \propto xe^{-x^2/(2\sigma^2)}\]

on the domain \(-\infty < x < \infty\), and where sigma > 0 is the scale parameter of the distribution.

Parameters:

  • key (KeyArrayLike) – a PRNG key used as the random key.

  • scale (RealArray) – a float or array of floats broadcast-compatible with shape representing the parameter of the distribution.

  • shape (Shape | None) – optional, a tuple of nonnegative integers specifying the result shape. Must be broadcast-compatible with scale. The default (None) produces a result shape equal to scale.shape.

  • dtype (DTypeLikeFloat) – optional, a float dtype for the returned values (default float64 if jax_enable_x64 is true, otherwise float32).

Return type:

Array

Returns:

A random array with the specified dtype and with shape given by shape if shape is not None, or else by scale.shape.

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