It is a well-known property in X-band maritime surveillance radar signal processing that the -distribution limits to a Rayleigh as its shape parameter increases, justifying the Rayleigh approximation of the -distribution in certain scenarios. In the analysis of real data, it has been observed that this approximation tends to be valid for shape parameters >20. Using Stein's method, it is possible to construct explicit bounds on the distributional differences to quantify this observation.
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