ABSTRACT
Letting F (x|b) = p, and solving (28.1.1) for x, we get the inverse distribution function as
F−1(p|b) = b √ −2 ln(1− p), 0 < p < 1, b > 0. (28.1.2)
We observe from the plots of pdfs in Figure 28.1 that the Rayleigh distribution is always right skewed.
