Using in the defining expected value integral givesThe last integral is the gamma function. Near zero, the integrand before substitution behaves as , explaining the threshold ; at infinity the Gaussian tail controls every power. In particular,[ref]
The Rayleigh Distribution. Random: Probability, Mathematical Statistics, Stochastic Processes by Kyle Siegrist; The General Rayleigh Distribution, Moments: mean, variance and nonnegative integer moments; extension to real q greater than -2 follows from the displayed integral
For the chosen , the mean radius is about , its median is , and its mode is . Its root mean square is . Different summaries answer different questions; the component scale is neither the radial mean nor the radial standard deviation.
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