Homework Statement
Suppose x = (x1, x2, ..., xn)T ∈ Rn is a random vector drawn from the n-dimensional
standard Gaussian distribution N(0, I), where 0 = (0, 0, ..., 0)^T (0 vector transpose) and I is the identity matrix.
(a) What distribution does ||x||^2 follow? Justify your answer.
(b) On...