If X∼N(0,1)X \sim N(0, 1)X∼N(0,1), what is the distribution of Y=X2Y = X^2Y=X2?
Chi-squared with 111 degree of freedom
Exponential with λ=1\lambda=1λ=1
Normal with μ=0,σ2=1\mu=0, \sigma^2=1μ=0,σ2=1
Gamma with α=1,β=1\alpha=1, \beta=1α=1,β=1