An exact solution technique is developed to obtain stationary probability densities for a class of multi-degree-of-freedom (MDOF) non-linear systems under Gaussian white-noise excitations, without the restriction of equipartition of kinetic energies as with the case of previous exact solutions. The conditions under which exact solutions are obtainable are given. When these conditions are not satisfied, approximate solutions are obtained on the basis of minimum weighted residuals. Examples are given for illustration. Copyright (C) 1996 Elsevier Science Ltd.