Could anyone help me figure out the the probability density function (pdf) of |X|^(1/2)+|Y|^(1/2)+|Z|^(1/2) if X, Y and Z are distributed normally with mean 0 and variance 1, N(0,1) ?(adsbygoogle = window.adsbygoogle || []).push({});

Thanks in advance.

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# A pdf question

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