Suppose X ~ N(0,1), i.e. X is normally distributed with mean 0 and variance 1.

Let Y = X^2

Find the MGF of Y DIRECTLY...

Can't seem to get a good answer out. Any help would be appreciated.

Also...

If f(z) = e^(-z/2)/sqrt(2*pi*z) for z > 0

and f(z) = 0 for z <= 0

Find the MGF of Z.

THANKS ALOT guys!