Generalized chi-squared distribution

In probability theory and statistics, the generalized chi-squared distribution (or generalized chi-square distribution) is the distribution of a quadratic function of a multinormal variable (normal vector), or a linear combination of different normal variables and squares of normal variables. Equivalently, it is also a linear sum of independent noncentral chi-square variables and a normal variable.

Source: Wikipedia — Generalized chi-squared distribution (CC BY-SA 4.0)