TITLE: Probability distribution of dot product?
QUESTION [5 upvotes]: Sorry if this is a basic question. I don't know much about statistics and the closest thing I found involved unit vectors, a case I don't think is easily generalizable to this problem.
I have a reference vector $\mathbf V$ in some $\mathbb R^n$.
I have another vector in $\mathbb R^n$ of independent random variables, each with Gaussian distribution, each with the same standard deviation $\sigma$. Let's call the vector $\mathbf X$.
What is the probability distribution of $\mathbf V\cdot \mathbf X$?
Surely this is a famous problem with a widely known solution. Or is there an elegant approach to the problem?

REPLY [3 votes]: V.X will be Normal, as linear combination of normal rvs is again normal. Check this.