My Math Forum  

Go Back   My Math Forum > College Math Forum > Advanced Statistics

Advanced Statistics Advanced Probability and Statistics Math Forum

LinkBack Thread Tools Display Modes
April 17th, 2009, 12:33 PM   #1
Joined: Apr 2009

Posts: 1
Thanks: 0

PDF of the 2-norm


I need to find the probability density function of the 2-norm of a vector. I actually just need the mean and covariance, but unless there is a more straight-forward way, I was just going to calculate the moments. Here is the problem:

What is the probability density function of Y? If the n-vector is untenable, then I really need it for the 3-vector. 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 2-vector case.
lobstertail is offline  

  My Math Forum > College Math Forum > Advanced Statistics

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

Copyright © 2019 My Math Forum. All rights reserved.