Hi, I have the next RV:(adsbygoogle = window.adsbygoogle || []).push({});

$$\underline{W}=\frac{\underline{X}}{\frac{||\underline{X}||}{\sqrt{n}}}$$

where $$X_i \tilde \ N(0,1)$$

It's a random vector, and I want to show that it has a uniform distribution on the n-sphere with radius $$\sqrt{n}$$.

I understand that it has this radius, just calculate it. But I don't understand from calculating the CDF how to I arrive at uniform distribution.

Thanks in advance, MP.

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# Uniform distribution on the n-sphere.

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