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Timeline for Expectation of Mahalanobis norm

Current License: CC BY-SA 3.0

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Apr 21, 2015 at 18:54 history edited Iosif Pinelis CC BY-SA 3.0
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Apr 21, 2015 at 18:32 comment added Iosif Pinelis axk: I have added requested details on the reduction to the case $d=1$.
Apr 21, 2015 at 18:30 history edited Iosif Pinelis CC BY-SA 3.0
Added requested details on the reduction to the case $d=1$.
Apr 21, 2015 at 4:26 comment added axk Actually the first step is not clear to me, can you please clarify: How do we get a convolution with $\beta$ staying the same? I thought the $\lambda_i$'s change the $\beta$ parameter?
Apr 20, 2015 at 18:31 vote accept axk
Apr 20, 2015 at 15:27 history edited Iosif Pinelis CC BY-SA 3.0
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Apr 20, 2015 at 15:22 history answered Iosif Pinelis CC BY-SA 3.0