Hi Gilles,
I hope you are well.
There's no mu/sigma parametrization for Rayleigh, however you can provide a
link function between the conditioning parameters and the conditioned Rayleigh
beta/gamma parameters.
import openturns as ot
mu1, sigma1 = 5.0, 1.0 # mu~N(5,1)
mu2, sigma2 = 8.0, 1.0 # sigma~N(8,1)
conditioning = ot.ComposedDistribution([ot.Normal(mu1, sigma1), ot.Normal(mu2,
sigma2)])
beta_gamma = ot.SymbolicFunction(['mu', 'sigma'], ['sigma * sqrt(2/(4-pi_))',
'mu-sigma*sqrt(pi_/(4-pi_))'])
dist = ot.ConditionalDistribution(ot.Rayleigh(), conditioning, beta_gamma)
Regards,
j
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