Let \(U\sim \text{TPXG}(\alpha,\theta)\).Then the probability density function of U is given by:
$$
f(u;\alpha,\theta)=\frac{\theta^2}{\alpha+\theta}(1+\frac{\alpha \theta}{2}u^2)e^{-\theta u}
\quad \theta,\alpha > 0 , u > 0
$$
References
"Sen, S., Chandra, N. and Maiti, S. S. (2018). On properties and applications of a two-parameter XGamma distribution. Journal of Statistical Theory and Applications, 17(4): 674--685."