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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) ?

Thanks in advance.

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What are you going to do with this pdf? An analytic expression for this is likely to be so messy so as to be useless, so if you're going to compute with it, you may be better off doing something else. – jc Nov 24 at 21:00
Are $X, Y, Z$ in $R^n$, then? – Kevin O'Bryant Nov 28 at 18:04

closed as too localized by Scott Morrison Nov 24 at 21:59

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