Consider a random sample $X_1,X_2,..,X_n$ from a variable with density function $$f_X(x)=2\lambda\pi xe^{-\lambda\pi x^2}, \quad x\geq 0$$ I am trying to show that for $i=1,..,n,\ X^2_i\sim \text{Gamma}(1,\frac{1}{\pi\lambda})$
Now I don't really know where to begin with this question. I'm not even sure what $\sum_{i=1}^{\infty} X^2_i$ equals. Apologies for not including an attempt, this question has stumped me.
Attempt:
We want to find $f_Y(y)$ where $Y=X^2$.
First we note that $y=x^2$ is monotonic over $x>0$
Hence \begin{align*} f_Y(y)&=f_X(y)\Big|\frac{dx}{dy}\Big| \\ &=2\lambda\pi\sqrt{y}e^{-\lambda\pi y} \Big|\frac{1}{2\sqrt{y}}\Big| \\ &=\lambda\pi e^{-\lambda\pi y} \ \ \ \ \ y>0 \end{align*} Since $Y_i\sim \text{Gamma}(1,\frac{1}{\pi\lambda})$, we can see that $X^2_i\sim \text{Gamma}(1,\frac{1}{\pi\lambda})$