most recent 30 from http://mathoverflow.net 2010-03-15T20:47:09Z http://mathoverflow.net/feeds/question/6729 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/6729/a-probability-density-function-question hunngtonsee 2009-11-24T20:26:45Z 2009-11-24T20:58:54Z

<p>Could anyone help me figure out the the probability density function of |X|^(1/2)+|Y|^(1/2)+|Z|^(1/2) if X, Y and Z are distributed normally with mean 0 and variance 1, N(0,1) ?</p> <p>Thanks in advance. </p>