The question is Let $Y$ be a random variable with a Gamma distribution with parameters $\alpha > 0$ and $\theta > 0$. Show that $2Y/\theta$ has a chi-square distribution. What is the number of degrees of freedom?
I am confused about what the $2Y/\theta$ represents. How does one show something is a chi-square distribution. I know that if $X$ follows a normal distribution than $X^2$ is a chi-square distribution?
If someone could show work and explain how all the pieces work together I would appreciate that. Trying to understand the concept and relation between Gamma and chi-square distribution.