Math 206 7. (10 points) Let X be a random variable with standard normal distribution, i.e., X ~ N(0,1). Find the c.d.f. of Y = X2 and use it to show that Y has a Gamma distribution with parameters = and ẞ = 2. a= Note: Recall that I() = √√ and recall that the p.d.f. of a random variable with Gamma distribution and parameters a and ẞ is as follows. f(x) = 2-1 Bar(a) 0, otherwise

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