Suppose I now have the mean and covariance of a 2D velocity estimation, how do I calculate the probability of the speed larger (or smaller) than some value?
To simplify, we can assume the X, Y components in the velocity vector are independent. i.e the off diagonals of the covariance matrix are zeros.
I know that this is similar to a chi distribution. However, a chi distribution requires zero mean and unit variance. How do I formulate this problem and calculate the probability?