What would be the probability distribution of the distance between two vectors sampled from n-variate Gaussian distribution?
Thanks.
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That would be $+\infty$. – Ian May 15 '14 at 04:13
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That is true. I should rather ask expected distance in that case. – user138617 May 15 '14 at 04:56
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Oops wrong...I think expected distance will be 0. – user138617 May 15 '14 at 04:58