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    $\begingroup$ Why not to use the RayleighDistribution? $\endgroup$ Commented Apr 11, 2015 at 15:37
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    $\begingroup$ Well, computer algebra systems can't solve every problem you throw at them. Questions like "why can't Mathematica solve it" are not a very good fit here usually. If the question is "how to compute this", then the anwser is what m0nhawk said. $\endgroup$ Commented Apr 11, 2015 at 15:38
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    $\begingroup$ @Szabolcs My shrink used to answer all my questions like that. $\endgroup$ Commented Apr 11, 2015 at 15:42
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    $\begingroup$ @OP What is your question? $\endgroup$ Commented Apr 11, 2015 at 18:11
  • $\begingroup$ My Question is how Can I Solve this using Mathematica Mathematica Solve this Problem for Normal Distribution ~ [0,1] and returns RayleighDistribution[1] but for Normal Distribution~[0,k] has no Answer!!! $\endgroup$ Commented Apr 12, 2015 at 6:05