How can we derive the chi-squared probability density function (pdf) using the pdf of normal distribution?
I mean, I need to show that
$$f(x)=\frac{1}{2^{r/2}\Gamma(r/2)}x^{r/2-1}e^{-x/2} \>, \qquad x > 0\>.$$
How can we derive the chi-squared probability density function (pdf) using the pdf of normal distribution?
I mean, I need to show that
$$f(x)=\frac{1}{2^{r/2}\Gamma(r/2)}x^{r/2-1}e^{-x/2} \>, \qquad x > 0\>.$$