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T1: When X is normal, distribution of X^2 (or Z^2) is a type of Gamma distribution called Chi squared
T2: Sum of K, IID X^2 s, is chi squared with K df
T3: The ratio of two Chi-Squared Distributions has an F distribution
(x-u)^2/S^2/n ~ T^2 (n-1) which is a special case of F (1,n-1)
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