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## Homework Statement

If Z has a standard gaussian distribution then what is the distribution of

Z

^{2}and what is its mean?

## The Attempt at a Solution

Let T = Z

^{2}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 don't know how to find the mean,working out E[T] is very difficult. Can I just assume that the mean is 0 or not?