Derive the chi density in XXXXXXXXXXas a transformation of a gamma random variable with density given by XXXXXXXXXX). Find the normalization constant cγ in the relocated chi density given by...

Derive the chi density in (11.3.11) as a transformation of a gamma random variable with density given by (11.3.10).

Find the normalization constant cγ in the relocated chi density given by (11.3.12). Find the limits of cγ as γ → 1 and γ → ∞.