where 
 is a Modified Bessel Function of the First Kind and
.  For a derivation, see Papoulis (1962).  For 
 = 0, this reduces to the 
Rayleigh Distribution.
See also Rayleigh Distribution
References
Papoulis, A.  The Fourier Integral and Its Applications.  New York: McGraw-Hill, 1962.
 
© 1996-9 Eric W. Weisstein 
1999-05-25