Answer by Robert Israel for Related to Gamma distribution and chi square...
The $\chi^2$ distribution with $2N$ degrees of freedom is the distribution of the sum of squares of $2N$ standard normal random variables. Let $F_{2N}(x)$ be the cdf of that. In your case, the normal...
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I have $2N$ independent normal random variables $X_1,X_2\cdots X_{2N}$ where every variable has mean zero and variance $\frac{1}{2}$. I want to find the cumulative distribution function of...
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