[Math] Average euclidean distance between M normally distributed points

geometrynormal distribution

The result for the average distance between 2 points with normally distributed coordinates has already been demonstrated on this site and I found a white paper for the generalized result when these 2 points have $N$ dimensions.

But I am at a loss to compute how the average distance changes as the number of points increases to some $M > 2$. Actually, the ultimate goal is to determine the ratio of the average distance between $M_1$ number of points and the average distance between $M_2$ number of different points (all taken from the same normal distribution).

Ideally the result would be generalized to $N$ dimensions, but if I'm asking for too much, I'd be more than happy to learn of the 2D result.

Thanks for any help…

EDIT: To clarify my request, if $M = 3$, the average distance between the 3 points with (random) normally distributed coordinates would be: $$[\textrm{dist}(p_1, p_2) + \textrm{dist}(p_1, p_3) + \textrm{dist}(p_2, p_3)] / 3$$
However, if an approximation to the ratio mentioned in paragraph 2 can be found using a statistical approach (perhaps the ratio of two confidence intervals, for $M_1$ and $M_2$ respectively, that the centroid is at the origin), that would work for me. Thanks, Sasha, for this idea.

Best Answer

By linearity of expectation, the mean of the pairwise distances is just the average distance between two points.