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We have a value Y dependent on a set of independent random variables X1, X2,..., Xn...

We have a value Y dependent on a set of independent random variables X1, X2,..., Xn by the following relation: Y=X12+X22+...+Xn2. Each of X variables is distributed via the normal distribution with following parameters:

1. Mean values of all Xi = 0

2. Variances are identical and are equal to ak2

Find probability density of a random value of Y.

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