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I need to find the distribution of sum of squares of uniform random variables.

Assume that $X_i \sim U(a,b)$ and I need to know the distribution of $Y=\sum_{i=1}^n X_i^2$.

$X_i$ are independent.

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  • $\begingroup$ Do we have independence ? $\endgroup$ – Graham Kemp Jan 14 '17 at 14:55
  • $\begingroup$ @GrahamKemp Yes, we have $\endgroup$ – Anton Karazeev Jan 14 '17 at 14:57

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