Let X1,X2X_1, X_2X1,X2 be i.i.d. N(0,1)N(0, 1)N(0,1). What is the distribution of Z=X12+X22Z = X_1^2 + X_2^2Z=X12+X22?
Gamma(1,2)\text{Gamma}(1, 2)Gamma(1,2)
χ22\chi^2_2χ22
Exp(0.5)\text{Exp}(0.5)Exp(0.5)
All of the above