If you were sampling just once from this standard norm dist there's a very high likelyhood that your going to get something pretty close to 0 and then if you square something close to 0, remember these are decimals they are going to be less than 1 pretty close to 0 its going to become even smaller so you have a high prob of getting a very small value you have a high prob of getting values less than some threshold, this right here less than is guess this is 1 right here so then one half and then you have a very low prob of getting a large number. 