Computer Generation of Gamma Random Variables A new method for generating random variables from the gamma distribution with nonintegral shape parameter a is proposed. This method is similar to two other methods recently given by Wallace and Fishman. It is compared with Fishman's and Ahrens and Dieter's methods. The core storage requirements and programming effort for this method are similar to those of Fishman's method. The proposed method is the same as Fishman's method for 1 < a < 2 and is faster than Fishman's method for 3 < a < 19. Also, the proposed method is much simpler than Ahrens and Dieter's method and is faster for a < 8. CACM May, 1978 Tadikamalla, P. Gamma variables, rejection method, computer methods 5.5 8.1 CA780509 DH February 26, 1979 1:10 PM 2847 4 3098 2928 4 3098 3046 4 3098 3046 4 3098 3098 4 3098 3098 4 3098 3107 4 3098 2569 5 3098 2847 5 3098 3046 5 3098 3098 5 3098 3098 5 3098 3098 5 3098 2569 6 3098 2847 6 3098 3098 6 3098