If Z1,Z2....Zn are standard normal random variable that are identically and independently distrubuted, then how can one prove that squaring and summing them will produce a Chi-(adsbygoogle = window.adsbygoogle || []).push({});

squared random variable with n degrees of freedom.

Any help on this will be greatly appreciated. I am new to this stuff and often get confused in it.

Stattheory.

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# Proof required: Sum of squared standard normal random variables is a Chi-square rv

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