"Distance" of iid gaussian variables
116975
Given $X$ and $Y$ are independent N(0,1) random variables and $Z = \sqrt{X^2+Y^2}$ from the marginal pdf of $Z$
134108
Quantify Difference/Distance between Lognormal distributions
103876
Covariance between a normally distributed variable and its exponent
150076
Simulating the posterior of a Gaussian process
95571
Integral of a Gaussian process
9621
Bound for the correlation of three random variables
111656
Estimation of the expected Euclidean distance between two random points on a unit $n$-hemisphere
73131
Derivation of the gaussian integral
41681
Conditional multivariate Gaussian distribution
122013
Conditional distribution of geometric variables
102638
Computing variance of squared difference of i.i.d. uniform random variables
52903
Sum of squares of dependent Gaussian random variables
158072
Variance of Gaussian linear combination
15083
Mahalanobis Distance on Singular Data
6793
A linearly independent set about approximate units
3950
Expected Value of Max of IID Variables
28878
Convex function of independent vs. correlated random variables redux