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Medium · Probability & Statistics · Quant Trader interview question · probability, statistics, chi-squared, normal-distribution
Suppose you are modeling market volatility and need to understand the properties of sums of squared standard normal random variables. Let $Z_1, ..., Z_k$ be i.i.d. standard normal random variables (mean 0, variance 1). What is the distribution of $ \sum_{i=1}^{k} Z_i^2 $?