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Dec 28, 2013 at 17:24 comment added Xorwell I added $N(0,1)$ hypothesis to the original question.
Dec 28, 2013 at 17:06 comment added Xorwell Thank you for answer. Well, we can assume $z$ to be drawn with normal gaussian distribution, i.e. each coordinate is drawn according to $N(0,1)$.
Dec 28, 2013 at 17:03 history answered Dustin G. Mixon CC BY-SA 3.0