Let Z be a standard normal random variable: i. E. , Z ∼ N(0, 1). (a) Using the distribution

Let Z be a standard normal random variable: i. E. , Z ∼ N(0, 1).
(a) Using the distribution method, find the pdf of U = Z 2. (We proved this in class by using the MGF method. )
(b) Using result from previous part, show that pdf of U follows a special case of Gamma distribution and also of χ 2 distribution. Write down the corresponding parameters for each