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April 17th, 2009, 11:33 AM  #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. 

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