If Z is a standard normal random variable, then Z2has a
chi-squared distribution with _ = 1. Let Z1;Z2; ...;Zn be n
independent standard normal random variables. What is the
distribution of Z21+ Z22+ ...+
Z2n?
If Z is a standard normal random variable, then Z2has a chi-squared distribution with _ = 1. Let Z1;Z2; ...;Zn be n inde
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