
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
April 17th, 2009, 12:33 PM  #1 
Newbie Joined: Apr 2009 Posts: 1 Thanks: 0  PDF of the 2norm
Hi, I need to find the probability density function of the 2norm of a vector. I actually just need the mean and covariance, but unless there is a more straightforward way, I was just going to calculate the moments. Here is the problem: What is the probability density function of Y? If the nvector is untenable, then I really need it for the 3vector. Assume the the elements of X are independent. I did this for the scalar case (absolute value) and got the pdf as well as the mean and covariance in closed form. However, I have not been able to get even the 2vector case. 

Tags 
2norm, pdf 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Norm  libo  Linear Algebra  1  January 30th, 2012 06:21 PM 
Frobenius norm  Maissa  Linear Algebra  2  May 29th, 2011 03:25 AM 
norm of function  Wii  Real Analysis  2  February 21st, 2011 11:11 AM 
Question about the norm  Touya Akira  Abstract Algebra  2  November 29th, 2010 12:12 PM 
What is the norm of (1,0,i)?  praveen97uma  Linear Algebra  4  May 9th, 2010 02:40 PM 