If X and Y are independent and identically distributed Gaussian (0,1) random variables, find the cumulative distribution function (CDF) of W = X² Y²?
a) F_W(w) = 1 - e-w2
b) F_W(w) = e-w2
c) F_W(w) = 1 - e-w
d) F_W(w) = e-w