Variance of the Euclidean norm of a multivariate random vector from its covariance matrix

6 次查看（过去 30 天）
Alex Minetto
Alex Minetto 2020-7-15
编辑： Alex Minetto 2020-7-15
Given a general random vector and its covariance matrix , is it possible to compute the variance of its Euclidean norm based on its covariance matrix ?

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Random Number Generation 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by