Show that $Y = 2\sqrt{X_1 X_2}$ has a $\Gamma(2p, 1)$ dist.

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$X_1$ and $X_2$ are independent with $\Gamma(p, 1)$ and $\Gamma(p + 1, 1/2)$.

Show that $Y = 2\sqrt{X_1 X_2}$ has a $\Gamma(2p, 1)$ dist.