Noncentral chi-squared distribution

Sorry, didn’t have a chance to look at your code, but really quickly, if this is in a model, maybe you could possibly use

with pm.Model() as model:
    lamda = 3
    k = 2
    J = pm.Poisson("J", lamda)
    nc_chi2 = pm.ChiSquared("nc_chi2", nu=k+2*J)

as per wikipedia, section called “related distributions”.?