What is the expected norm $\mathbb E \lVert X \rVert$ for a multivariate normal $X \sim \mathcal N(\mu, \Sigma)$?
42017
What is the distribution of the Euclidean distance between two normally distributed random variables?
97121
A question on subordinate matrix norm
37441
How to calculate the expected value of a standard normal distribution?
106316
Finding a bound on the maximum of the absolute value of normal random variables
79525
How to compute the marginal likelihood given two multivariate Normal distribution?
46435
2-norm of the orthogonal projection
122199
conditional expectation under bivariate normal
46865
Proof of linearity for expectation given random variables are dependent
50089
characterization of the existence of higher order expectation.
144382
Proving $\lVert x \rVert_3$ is smaller than euclidean norm
11465
Expected value of $\max\{X_1,\ldots,X_n\}$ where $X_i$ are iid uniform.
143869
Showing that the norm of the canonical projection $X\to X/M$ is $1$
62621
Expected value and variance of trace function
115355
Find $E(\max(X,Y))$ for $X$, $Y$ independent standard normal
82339
When is this norm defined?
35862
Expectation of Max and Min of Two Uniform Random Variables
150572
Explicit norm on $\mathcal{C}^0(\mathbb{R},\mathbb{R})$