On the Distribution of the Distance Between Two Multivariate Normally Distributed Points
نویسندگان
چکیده
Motivated by the problem of cluster identification, we consider two multivariate normally distributed points. We seek to find the distribution of the squared Euclidean distance between these two point. Consequently, we find the corresponding distribution in the general case. We then reduce this distribution for special cases based on the mean and covariance.
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