Let X1,X2X_1, X_2X1,X2 be independent N(0,1)N(0, 1)N(0,1). What is the distribution of Y=X12+X22Y = X_1^2 + X_2^2Y=X12+X22?
N(0, 2)
\chi^2_1
\chi^2_2
Exponential(0.5)