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MaxwellDistribution ​

The Maxwell(-Boltzmann) distribution with scale σ\sigma — σ\sigma times a ChiDistribution(33) draw.

MaxwellDistribution(sigma)an inert distribution object — carries σ\sigma, unevaluated.
Typed signatures
TypePackageApplies
(real<0..>) -> distributionstatisticsalways

Domain: Statistics

Details
  • PDF(x)=2/π x2e−x2/(2σ2)/σ3PDF(x) = \sqrt{2/\pi}\,x^2 e^{-x^2/(2\sigma^2)}/\sigma^3 for x≥0x \geq 0.
  • CDF(x)=P(3/2,x2/(2σ2))CDF(x) = P(3/2, x^2/(2\sigma^2)) via GammaRegularized (the standard chi-square-CDF identity for Maxwell), clamped to 00 below x=0x=0.
  • Mean=2σ2/πMean = 2\sigma\sqrt{2/\pi}, Variance=σ2(3π−8)/πVariance = \sigma^2(3\pi-8)/\pi, both exact.
  • RandomVariate samples σV\sigma\sqrt{V} for an independent ChiSquareDistribution(33) draw VV.

Examples

Basic #
live ↗
InPDF⁡(MaxwellDistribution(1),2)\operatorname{PDF}(\mathrm{MaxwellDistribution}(1), 2)Out42e2π\frac{4\sqrt{2}}{e^{2}\sqrt{π}}
live ↗
InCDF⁡(MaxwellDistribution(1),2)\operatorname{CDF}(\mathrm{MaxwellDistribution}(1), 2)Out1−GammaRegularized⁡(32,2)1-\operatorname{GammaRegularized}(\frac{3}{2}, 2)
live ↗
Inmean(MaxwellDistribution(1))\mathrm{mean}(\mathrm{MaxwellDistribution}(1))Out22π\frac{2\sqrt{2}}{\sqrt{π}}
live ↗
InVariance(MaxwellDistribution(1))\mathrm{Variance}(\mathrm{MaxwellDistribution}(1))Out3π−8π\frac{3π-8}{π}
About
Examples4

See also: ChiDistribution, RayleighDistribution, PDF, CDF