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I start with two independent random variables $X_1$, $X_2$. They are each normally distributed.

$$X_1^2+X_2^2=X_?^2$$

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Isn't the point of homework that you do the homework so you actually might learn something!? – Gavin Simpson Mar 4 '11 at 20:25
Let's not downvote this. The Q is OT and should be closed, but I don't have the rep here to do that. – Gavin Simpson Mar 4 '11 at 20:34
What are you looking for here? You indicated "chi-squared" as a tag and that's one possible answer. What have you tried? How far have you gotten on your own in solving the problem? – whuber♦ Mar 4 '11 at 20:37
@Gavin Thank you for the edits. I agree that even in its improved form it should be closed, but let's give the OP a chance to clean up the question first. – whuber♦ Mar 4 '11 at 20:39

closed as not a real question by mbq♦ Mar 4 '11 at 21:19

It's difficult to tell what is being asked here. This question is ambiguous, vague, incomplete, overly broad, or rhetorical and cannot be reasonably answered in its current form. For help clarifying this question so that it can be reopened, see the FAQ.