3098	 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 a and is faster than Fishman s method for a . Also the proposed method is much simpler than Ahrens and Dieter s method and is faster for a . Gamma variables rejection method computer methods
