Suppose that Y1 and Y2 are independent, standard normal

Chapter 6, Problem 40E

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QUESTION:

Suppose that \(Y_{1} \text { and } Y_{2}\) are independent, standard normal random variables. Find the density function of \(U=Y_{1}^{2}+Y_{2}^{2}\).

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QUESTION:

Suppose that \(Y_{1} \text { and } Y_{2}\) are independent, standard normal random variables. Find the density function of \(U=Y_{1}^{2}+Y_{2}^{2}\).

ANSWER:

Step 1 of 3

Let us consider the random variables \(Y_{1}\) and \(Y_{2}\) are independent and standard normal random variables.

We need to find the density function of U.

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