Abstract
An expression (equation 2) suitable for computation is obtained for the probability distribution of $\zeta = (\xi^2 + \eta^2)^{\frac{1}{2}}$ where $\xi$ and $\eta$ are independent Gaussian variables with, in general, unequal means and unequal variances.
Citation
Herschel Weil. "The Distribution of Radial Error." Ann. Math. Statist. 25 (1) 168 - 170, March, 1954. https://doi.org/10.1214/aoms/1177728859
Information