If $X_1,..,X_n$ are standard normal random variables then it is known that:
- $\sum_\limits{i=1}^n X_i$ is a normal random variable and
- $\sum_\limits{i=1}^n X_i^2$ is a $\chi^2$-random variable.
My question is: is there a name for a random variable who of the form: $\sum_\limits{i=1}^n X_i^k$ for $k\geq 1$ (say $k$ is an integer)?