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    Question

    The square of normal variate with mean 0 and variance 1

    follows:
    A Beta distribution with α = 0 and β = 1 Correct Answer Incorrect Answer
    B Student's t-distribution with mean 0 and variance 1 Correct Answer Incorrect Answer
    C Normal distribution with mean 0 and variance 1 Correct Answer Incorrect Answer
    D Chi-squared distribution with degree of freedom 1 Correct Answer Incorrect Answer

    Solution

    The correct answer is D

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