Sum of weighted chi square distributions Let $X_1 \sim \chi_{k}^2$ and $X_2 \sim \chi_{k}^2$ be i.i.d and both $a_1$ and $a_2$ positive real values.
How can be expressed the PDF of $Y = a_1X_1 + a_2X_2$? Is it also a chi-square distribution?
thanks

PDF of weighted sum of TWO iid chi-square distributions:
Please check page 5 Corollary 1
https://arxiv.org/pdf/1208.2691.pdf

