1. The problem statement, all variables and given/known data If Z has a standard gaussian distribution then what is the distribution of Z2 and what is its mean? 3. 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?