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This is an expository p aper presenting t he following : (1) t hc origin, and (2) t he propelties of the R ayl eigh distribution ; (3) the most e ffi cient cstimators of its paramctcr s; (4) a test of the hypothesis that a set of observations is from a R ayleigh dist ribu t ion ; (5) t he distr ibu t ion of t he ratio of t wo indep endent R ayleigh va ri "tcs; and (6) the Rayleigh process d eri ved from a normal process.
M. M. Siddiqui (Thu,) studied this question.