Question: The random variable X is normally distributed with mean and standard deviation X = 0 and X = 1, respectively. A dependent random variable Y

The random variable X is normally distributed with mean and standard deviation μX = 0 and σX = 1, respectively. A dependent random variable Y is defined as Y = X2 Show that the probability density function of Y is a chi-square distribution (as given by Equation 5.66).

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