Given X∼Normal(0,1)X \sim \text{Normal}(0, 1)X∼Normal(0,1), what is the distribution of Y=X2Y = X^2Y=X2?
χ2(1)\chi^2(1)χ2(1)
Gamma(1,1)\text{Gamma}(1, 1)Gamma(1,1)
Exponential(0.5)\text{Exponential}(0.5)Exponential(0.5)
All of the above