Question: Arandom variable X is said to have a Rayleigh distribution with parameter > 0 (frequently encountered when modelling wireless communication systems) if its pdf is

Arandom variable X is said to have a Rayleigh distribution with parameter > 0 (frequently encountered when modelling wireless communication systems) if its pdf is of the form fX(x) = x 2 exp{ x2 22 }, x 0, and zero otherwise. Find the mean and variance of the random variable, as well as the function g(U) that you need to apply to a uniform in [0,1] random variable U in order to generate a Rayleigh random variable

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