Suppose Y = X^2 + Z^2,where X , Z are both normally distributed, but they are not independent. What is the distribution of Y?
Exponential Distribution |
Normal distribution |
Chi Square distribution |
None of the other answers |
If standard normal variates are independent and their sum of squares leads to chi square distribution
But here X and Z are both normally distributed where they are not independent.
Y = X^2 + Z^2
Distribution of Y is Normal distribution.
Suppose Y = X^2 + Z^2,where X , Z are both normally distributed, but they are...
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