[ENH] explicit/analytic form of energy function for chi-squared distribution

[fkiraly]

There does not seem to exist a literature reference for the energy functionals of the chi-squared distribution, we should try to derive it, or find a reference.

Collecting discussion below, from #22.

Current state:

• explicit formula for the cross-term $\mathbb{E}[|X-y|]$ derived, but not posted yet
• no progress yet on the self-term $\mathbb{E}[|X-X'|]$

@sukjingitsit has been working on this.

Would you like to post your partial progress?