If $Y = \sqrt{\sum_{i=1}^N X_i^2} $, where $X_i \sim \mathcal{N}(\mu,\sigma^2)$, i.e. all $X_i$ are i.i.d gaussian random variables of same mean and variance, then what is the resultant PDF of $Y$? How to calculate the mean and variance of the resultant pdf?
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2$\begingroup$ This is only a slight variation of your other answered question - since you already know you need to look at the noncentral chi distribution, it is worth looking up this distribution first. Does this clarify your question? $\endgroup$ – Ben Jul 2 '18 at 10:38
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1$\begingroup$ It should be possible to adapt the technique from: stats.stackexchange.com/questions/317095/… $\endgroup$ – kjetil b halvorsen♦ Jul 2 '18 at 10:56
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$\begingroup$ @Ben No sir, no clarity $\endgroup$ – D Satya Ganesh Jul 2 '18 at 12:55
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$\begingroup$ With the information @Ben gave you, you can now look up the answer. Is that what you seek, or do you want to know how the solution is derived? $\endgroup$ – whuber♦ Jul 2 '18 at 13:43
