I have read in some of the research papers the following two statements that had created confusion.
If $h$ is Rayleigh distributed then $h^2$ is exponential and
If $h$ is Rayleigh distributed then $h^2$ is Chi-squared distributed random variable.
Which of these statements are correct.
Also, is it like that if $h$ is Rayleigh distributed with standard deviation as 1 then $h^2$ is Chi-squared distributed.
Any help in this regard will be highly appreciated.