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      Question

      If Z follows standard normal distribution with mean 0

      and variance 1, then Z2 follows:
      A Chebyshev distribution with degree of freedom 1 Correct Answer Incorrect Answer
      B normal distribution with mean 0 and variance 1 Correct Answer Incorrect Answer
      C 0 gamma distribution with α = 1 and β = 1 Correct Answer Incorrect Answer
      D beta distribution with α = 1 and β = 1 Correct Answer Incorrect Answer

      Solution

      The correct answer is A

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