Let and be normally distributed random variables that denote a point in . Suppose that the distance squared from this point to the origin is . Find the probability that .

So this is the same as . And is a distribution with degrees of freedom?

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- March 6th 2008, 08:04 AMheathrowjohnnyStats
Let and be normally distributed random variables that denote a point in . Suppose that the distance squared from this point to the origin is . Find the probability that .

So this is the same as . And is a distribution with degrees of freedom? - March 6th 2008, 08:16 AMcolby2152
- March 7th 2008, 02:15 AMheathrowjohnny
but dont they have to be standard normal variables?

- March 7th 2008, 08:18 PMmr fantastic
- March 8th 2008, 04:45 PMmr fantastic
- March 23rd 2008, 04:51 PMmr fantastic
The derivation in this thread might be of background interest here.