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The normal, or Gaussian, distribution has a density function that is a symmetrical bell-shaped curve. It is one of the most important distributions in statistics. Use the [normality-assumption] tag for asking about testing for normality.

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Moment generating function of the inner product of two gaussian random vectors

Can anybody please suggest how I can compute the moment generating function of the inner product of two Gaussian random vectors, each distributed as $\mathcal N(0,\sigma^2)$, independent of each other …
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