The probability density function and cumulative distribution function are
(1)
(2)
where is the Regularized Gamma Function.
(3)
(4)
(5)
(6)
where is the Mean, the Variance, the Skewness, and theKurtosis. For , the distribution is a Half-Normal Distribution with . For , itis a Rayleigh Distribution with .
See also Chi-Squared Distribution, Half-Normal Distribution, Rayleigh Distribution