I'm not a great theoretician, but I think there may be something wrong with the question because the gamma distribution usually has two arguments, alpha and beta. However, the distribution of one z^2 is chi square with 1 df, and the chi square is a simplified gamma with alpha = 2 and n = 2.beta with n = 1 in this case. It all looks hopeful. Perhaps if you work through the derivation of the chi square backwards you may get somewhere. kat