Sampling from the Gamma Distribution on a Computer This paper describes a method of generating gamma variates that appears to be less costly than Wallace's recently suggested method. For large shape parameter (a); the cost of computation is proportional to (a), whereas Wallace's method is proportional to (a). Experimentation by Robinson and Lewis indicates that for small (a) the method suggested here also dominates methods recently suggested by Dieter and Ahrens, albeit those methods dominate for large (a). The method suggested here uses the rejection technique. CACM July, 1976 Fishman, G. S. gamma variates, reflection method, sampling 5.5 8.1 8.3 CA760706 JB January 4, 1978 12:34 PM 2847 4 2847 2928 4 2847 3046 4 2847 3098 4 2847 3107 4 2847 2569 5 2847 2847 5 2847 2847 5 2847 2847 5 2847 3046 5 2847 3098 5 2847 2569 6 2847 2569 6 2847 2847 6 2847 2847 6 2847 3098 6 2847