Name of distribution that is the square root of the sum of the squares of normal distributions? Imagine a dart board. You throw a dart, and you have two normally distributed variables, $X$ and $Y$, representing the distance in the x and y direction from the bullseye. Obviously then, the radius $R = \sqrt{X^2 + Y^2}$. What is the name for the distribution of $R$?
As far as I can tell, it's a Rayleigh distribution, but I don't know enough to be sure.

Yes, it is Rayleigh distribution, wikipedia states so explicitly in the Related Distributions section.
