 Solution

At the origin the Hessian matrix isThus the second-derivative test gives a saddle point. Its opposite signs can also be checked without a test formula: $g(x,0)=x^2{e}^{-x^2/2}>0$ for $x\ne 0$, whereas $g(0,y)=-y^2{e}^{-y^2/2}<0$ for $y\ne 0$. Both types of values occur arbitrarily close to the zero value at the origin, excluding either a local maximum or a local minimum.