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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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