2847	 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. gamma variates reflection method sampling
