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If $X \sim \mathcal{N}(\mu,\sigma^2)$ where $\mu > 0$ and $\sigma > 2$, how do I find the PDF of $X^2$, and will it correspond to non-central Chi-square distribution?

kjetil b halvorsen
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Ahmed Cheema
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    Your questions are answered in the [Wikipedia article](https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution). – whuber Apr 26 '18 at 22:59
  • Thanks for the quick comment but in article indicates unit variance, how does variance fit in the PDF – Ahmed Cheema Apr 26 '18 at 23:10
  • It merely establishes the units in which $X$ is measured and therefore is extremely easy to incorporate in all formulas. – whuber Apr 26 '18 at 23:22
  • @AhmedCheema make sure my edits were right. In particular the one with $\sigma > 2$. – Taylor Apr 27 '18 at 00:52

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