The joint distribution of the n ( n− l)/2 distances between n normally distributed points in d dimensions is studied. Moment generating functions and probability density functions are obtained. It is shown that when n = d the squared distances are jointly exponentially distributed subject only to the constraint that a valid n point configuration is prescribed. In the case n = d = 3 the distributions of the ordered distance are obtained explicitly.
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Clifford et al. (1985) studied this question.
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