Timeline for What is the distribution of the norm of the multivariate $X \sim \mathcal{N}(\mu, \Sigma) \in \mathbb{R}^d?$
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Apr 28, 2020 at 13:22 | comment | added | Learning math | @BrendanMcKay Thank you, but I think it gives us the distribution of $||X||^2,$ but not of $||X||,$ so it seems we need to use PDF transformation for $W:=\sqrt{V}$ to obtain the PDF for $||X||...$ | |
| Apr 28, 2020 at 12:20 | comment | added | Brendan McKay | en.wikipedia.org/wiki/Generalized_chi-squared_distribution me thinks | |
| Apr 28, 2020 at 10:14 | history | edited | Learning math | CC BY-SA 4.0 |
edited title
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| Apr 28, 2020 at 9:20 | history | asked | Learning math | CC BY-SA 4.0 |