Let Z be a standard normal random variable such that its probability density function is fz(z)...

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Let Z be a standard normal random variable such that its probability density function is fz(z)...

Let Z be a standard normal random variable such that its probability density function is fz(z) = (1/sqrt(2pi))exp((-z^2)/2) find the probability density function of Z^2

math Statistics-And-Probability

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Answer 1

Answer #1

Hence,

X=Z^2 has chi-square distribution with degrees pf freedom=1 with required probability density fuction of Z^2 as mentioned above fX(x).

Thank you.

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Answer 2

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