Central Limit Theorem Variation for Chi Square distribution??? If this question fits into Homework Help, please move it over there. I'm not too sure. I encountered the following problem: Now, this problem seems fairly similar to a simple proof the central limit theorem. I am damn sure that this problem involves finding the mgf of D2, evaluating it and saying that it is the same as the mgf of a chi square function. Can you help me out with setting up the equation? that'll be a big help! Thank you! I've given it an attempt, but one attempt at setting up the mgf is all that i ask. Also, if there is any other way which does not involve mgf (i being wrong), please mentione that! Thank you!