Distribution of $\mathbf{v}^{\top} \Sigma^{- 1} \mathbf{v}$, when $\mathbf{v}$ is a multivariate normal with covariance $\Sigma$?
12184
How to prove that Normal Squared Distances follow a Chi-Square distribution?
37786
Variance with minimal MSE in normal distribution
137826
How is MSE divided by $\sigma^2$ always a chi-square distribution?
57062
The distribution of the linear combination of Gamma random variables
80430
What is the distribution of the sum of non i.i.d. gaussian variates?
140650
Find the distribution of sum and product of standard normal random variables
12485
Distribution of a quadratic form, non-central chi-squared distribution
100873
Let $\mathbf{Y}$ be a random vector. Are $k$th moments of $\mathbf{Y}$ considered?
131026
Covariance and independence?
82345
Distribution of the magnitude of samples from the multivariate gaussian distribution
111749
Mean and variance of Squared Gaussian: $Y=X^2$ where: $X\sim\mathcal{N}(0,\sigma^2)$?
31341
Approximate distribution of product of N normal i.i.d.? Special case μ≈0
65259
Variance of Normal Order Statistics
97502
Joint distribution of a Normal and Truncated Normal
153669
Conditional expectation of a bivariate normal distribution
43942
$N(\theta,\theta)$: MLE for a Normal where mean=variance
74481
Distribution of scalar products of two random unit vectors in $D$ dimensions