The question asks for the PDF of $$Y=(X_1)^2+(X_2)^2$$ Given that $X_1$ and $X_2$ are independent standard normal variables. I found that the pdf for $(X_i)^2$ is $$f_{X^2}(x) = \frac{1}{2\pi}e^{-x/2} x^\frac{1}{2}$$ for $x \geq 0$. But I'm stuck on what to do next.
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asked Apr 10, 2014 at 3:07
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1 Answer
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The answer of your question may refer to this link. Just read the entire page. I hope this helps. $$\\$$
$$\Large\color{blue}{\text{# }\mathbb{Q.E.D.}\text{ #}}$$
