normalized standard gaussian random vectors have the orthogonally invariant distribution on the unit sphere

[[concept]]

Topics

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Theorem

If , then

Proof

The result follows immediately from standard gaussian random vectors are orthogonally invariant and the independence proposition for orthogonally invariant distribution on the unit sphere.

References

rmt

What is the important takeaway from the statement “normalized standard gaussian random vectors have the orthogonally invariant distribution on the unit sphere” ? -?- The direction of a gaussian random vector is uniformly distributed

References

See Also

Mentions

Mentions

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