Hi Folks!

Let X1 have a chi-squared distribution with 1 degree-of-freedom.

Let Xn have a chi-squared distribution with n degrees-of-freedom.

Next, consider

Z = X1+Xn

Then, assuming that X1 and Xn are independent, Z has a chi-squared distribution with n+1 degrees-of-freedom.

Are you able to provide any comments on how to obtain

correlation(X1,Z)?

Cheers!

Der