If Z has a standard gaussian distribution then what is the distribution of
Z2 and what is its mean?
The Attempt at a Solution
Let T = Z2 Then we can get that
pdf T = e-T/2(1+1/T) x (1/√(2∏T)
I am not sure if this is correct and dont know how to find the mean,working out E[T] is very difficult. Can I just assume that the mean is 0 or not?