The distribution with probability density function and distribution function
(1)
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(2)
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for and parameter .
It is implemented in the Wolfram Language as RayleighDistribution[s].
The raw moments are given by
(3)
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where is the gamma function, giving the first few as
(4)
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(5)
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(6)
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(7)
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(8)
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The central moments are therefore
(9)
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(10)
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(11)
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The mean, variance, skewness, and kurtosis excess are
(12)
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(13)
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(14)
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(15)
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The characteristic function is
(16)
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