Rayleigh distribution
= Rayleigh distribution
{c}
{title2=$f_R(r)=r e^{-r^2/2}\mathbf1_{r>0}$}
At unit scale the <probability density function> is $r\exp(-r^2/2)$ for $r>0$. Its square has an <exponential distribution> of rate $1/2$. Thus $\sqrt{-2\log U}$ has this distribution for a <uniform distribution> variable $U$ on $(0,1)$.