Independent standard normal random variables

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Let X and Y be independent standard normal random variables. Find the mgf of X²+Y². What can you conclude about the distribution of X²+Y ²? (Hint: See Example 9.19.)

Example 9.19

Sum of i.i.d. exponentials is gamma. We have shown that the sum of i.i.d. exponential random variables has a gamma distribution. Here we prove the result using the mgfs. First find the mgf of the exponential distribution.

Reference no: EM131107166

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