Computer Generation of Gamma Random Variables - II

A rejection method is proposed for generating
gamma variates with nonintegral shape parameter 
a, a > 1. This method is similar to other methods given
by Fishman, Wallace, and Tadikamalla and is faster 
than these methods for a> 2.  The core storage requirements
and the programming effort for the proposed 
method are similar to those of Wallace's or Tadikamalla's
methods.  The computational times for the proposed 
method remain fairly constant for medium and large
values of a and are superior to times obtained by 
Ahrens and Dieter's method for all values of a.  The
proposed method is simpler than Ahrens and Dieter's 
method.

CACM November, 1978

Tadikamalla, P.

Gamma variables, rejection method, computer methods

5.5 8.1

CA781105 DH January 26, 1979  11:02 AM

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