Chung — Probability Pdf

Let $X$ be a random variable. Assume that

If you provide more information or clarify which Chung probability distribution or theorem (e.g., Chung-Fuchs, Chung-Lai, or Chung-Sobel) you are referring to, I may provide you a more accurate response and high-quality equations. chung probability pdf

Here, I couldn't find or assume well known standard Chung distribution. Let $X$ be a random variable