
Hi,

I have normally distributed random terms u~N(0,1). I want to get gamma distributed random terms g~(scale,shape) with
E(g)=1=shape/scale and var(g)=theta=1/scale=1/shape. 

How can I reach my goal? The following way doesn't work: use the distribution function of u to get U(0,1)- distributed random
terms, then take the quantile function of the gamma distribution with shape and scale.

The resulting random terms must be ~gamma(shape, scale).

But it doesn't work.

Is there a mistake or do you know another way?

Thanks, Stefan.
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