Friday, 22 August 2014

probability - Finding the PDF of the sum of two independent standard normal variables

The question asks for the PDF of Y=(X1)2+(X2)2
Given that X1 and X2 are independent standard normal variables.
I found that the pdf for (Xi)2 is
fX2(x)=12πex/2x12 for x0.
But I'm stuck on what to do next.

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