请教：一个probability问题。如果X,Y,Z都是normal distribution的random variable。那么sqrt(X*X+Y*Y+Z*Z)是什么distribution?
Chi-Squared吗？
>>>>>>>
X, Y, Z are N(0, a), then, X^2, Y^2, Z^2, each is Chi-square distributed.
sqrt(X^2+Y^2) is Rayleigh distributed.
sqrt(X^2+Y^2+Z^2) is Maxwell distributed.
sqrt(X^2+Y^2) is Rayleigh distributed.
sqrt(X^2+Y^2+Z^2) is Maxwell distributed.
Huasing Association 1999 - 2013