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Please help me with this one. Please provide a detailed explanation of proof or provide a counterexample. Thank you. b) Let X ~ N(0, 1)

Please help me with this one. Please provide a detailed explanation of proof or provide a counterexample. Thank you.

b) Let X ~ N(0, 1) and Y ~ N(0, 1) be independent. Then X2 + Y? is an exponential random variable

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