You take measurements for a location in 3D space. Your measurement errors in each dimension, eX, eY and eZare all Gaussian with zero mean and variance ?2. The total squared error is E = eX2 + eY2 + eZ2. Describe the distribution of E. Hence, or otherwise, find the mean and variance of E? What is a 90% confidence interval for E as a factor of ?2.
HINT: which distribution is constructed by summing Z scores?