I'm looking for resources giving the PDFs for the $\ell^2$-norm of various spherically symmetric, continuous multivariate distributions. For instance, the PDF for the $\ell^2$-norm of a multivariate normal distribution with zero mean can be shown to be the chi distribution. I'm looking for similar results regarding any or all of the following multivariate distributions (found [here](http://aurelie.boisbunon.free.fr/downloads/loisSS.pdf) on pp. 4-5): - Kotz - Student - Exponential - Logistic - Laplace - Bessel Thank you. *Note: I asked [this question over at MSE](http://math.stackexchange.com/questions/2191166/the-probability-of-a-given-length-of-a-vector-drawn-from-a-multivariate-distribu), but it received practically no attention. Do let me know if this is off-topic, as this is my first post here.*