ChiSquare
Let be a zero mean Gaussian with variance .
The Chisquare random variable with degrees of freedom, also written
, is
with PDF
or in log form,
The mean of is
and the variance of is
If , the mean of is , the variance of is
, and

(16.1) 
If , is an exponential RVs and with mean
,
the variance of is
, and

(16.2) 
Baggenstoss
20170519