Noncentral chi-squared distribution (${\chi }_{\nu }^2(\lambda )$)

If $Z_1,\dots ,Z_{\nu }$ are independent standard normal random variables and $\lambda ={\sum }_j{\mu }_j^2$, then ${\sum }_j(Z_j+{\mu }_j{)}^2$ has a noncentral chi-squared distribution with $\nu$ degrees of freedom and noncentrality $\lambda$. For $\lambda =0$ it reduces to the chi-squared distribution. Squaring a shifted signed normal Wald statistic gives the case $\nu =1$.