Let X_{1},..., X_{n} be independent,
standard normally distributed random variables.
Let
Let
It is well known that
This month's challenge: what is the distribution of A big thank-you goes this month to Omer Angel, who showed me the elegant solution. |
## List of solvers:Jan Fricke (2 November 06:37)Ganesh Lakshminarayana (10 November 03:21) Jin Ruizhang (12 November 13:29) Albert Stadler (23 November 21:45) |

Elegant and original solutions can be submitted to the puzzlemaster at __riddlesbrand.scso.com__.
Names of solvers will be posted on this page. Notify if you don't want
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The solution will be published at the end of the month.

Enjoy!