Suppose we are given that $X_1$ and $X_2$ are two non-negative random variable such that $$X_1+X_2\sim\chi^2_{(2)}$$. Also we are given that $X_1\sim\chi^2_{(1)}$. Can we say the following
- $X_2$ is independent of $X_1$?
- $X_2\sim\chi^2_{(1)}$? If not, then please provide a counterexample.
This is just a fun question question. I'm asking it just for curiosity. Any kind of help appreciated.