Let X1, X2,…,X500 ∼i.i.d Normal(0,1). Evaluate P((X1)^2 + (X2)^2 +…+ (X500)^2 >545) using Central Limit theorem. Enter the answer correct to 2 decimal places.
Hint:( (X1)^2 + (X2)^2 +…+ (X500)^2 )∼ Gamma(250,0.5).
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