Usingthedefinitionofthechi-squareddistributionin Section 4.4.5, proveits reproductive property: If X2 1 and X2 2 are independentchi-squaredrandomvariableswith X2 1

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Usingthedefinitionofthechi-squareddistributionin Section 4.4.5, proveits reproductive property: If X2 1 and X2 2 are independentchi-squaredrandomvariableswith X2 1 ∼ χ2 d1 and X2 2 ∼ χ2 d2 , then X2 1 +X2 2 ∼ χ2 d1+d2 .

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