Let X∼N(0,1)X \sim N(0, 1)X∼N(0,1) and Y=X2Y = X^2Y=X2. What is the distribution of YYY?
Chi-squared with 1 df
Exponential(1)
Beta(1/2,1/2)(1/2, 1/2)(1/2,1/2)
Pareto