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Let the r.v. Z be the standard normal. Show that Y = Z 2 has the Chi-square 2 degree freedom 1 distribution. That is, show

Let the r.v. Z be the standard normal. Show that Y = Z² has the Chi-square 2

degree freedom 1 distribution. That is, show that Y has the density function

e fyly V 2 TT Vy

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