Closed vadimnazarov closed 7 years ago
http://stats.stackexchange.com/questions/9220/what-is-the-distribution-of-the-euclidean-distance-between-two-normally-distribu
Yep, thats it. But we also need to figure out how to adjust variance after rotation
http://stats.stackexchange.com/questions/9220/what-is-the-distribution-of-the-euclidean-distance-between-two-normally-distribu